+47.7%
VMC vs IRM
+190.5%
-142.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.0% |
| 7D | -5.3% | +3.0% | -8.3% | -6.3% |
| 30D | -12.3% | -5.2% | -7.0% | -10.8% |
| 3M | -10.3% | -8.0% | -2.2% | -8.0% |
| 6M | -8.6% | +9.2% | -17.7% | -12.2% |
| YTD | -11.9% | +41.0% | -52.9% | -23.0% |
| 1Y | -13.9% | +23.3% | -37.2% | -21.5% |
| 3Y | +18.2% | +102.8% | -84.7% | -17.2% |
| 5Y | +47.7% | +192.8% | -145.0% | -15.0% |
| All | +47.7% | +190.5% | -142.7% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling