+18,618.9%
VLO vs IRM
+9,964.6%
+8,654.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | +5.2% | -0.5% | +5.7% | +5.3% |
| 30D | +22.6% | -8.1% | +30.7% | +25.7% |
| 3M | +43.8% | -9.7% | +53.4% | +47.7% |
| 6M | +65.7% | +10.0% | +55.8% | +58.8% |
| YTD | +131.1% | +43.0% | +88.1% | +102.8% |
| 1Y | +143.6% | +32.7% | +111.0% | +118.1% |
| 3Y | +201.4% | +102.7% | +98.7% | +129.9% |
| 5Y | +568.9% | +187.6% | +381.3% | +344.7% |
| 10Y | +891.8% | +420.1% | +471.7% | +430.7% |
| All | +18,618.9% | +9,964.6% | +8,654.3% | +6,748.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling