+2,279.3%
VMC vs IRM
+9,515.1%
-7,235.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +1.1% | -5.1% | +6.2% | +2.6% |
| 30D | +17.7% | -3.3% | +20.9% | +18.7% |
| 3M | +1.1% | -8.2% | +9.2% | +3.3% |
| 6M | +1.8% | -12.8% | +14.6% | +5.5% |
| YTD | +1.5% | +36.6% | -35.1% | -8.7% |
| 1Y | -1.1% | +11.9% | -13.0% | -5.7% |
| 3Y | +38.8% | +105.1% | -66.3% | +7.5% |
| 5Y | +49.6% | +182.4% | -132.8% | +4.1% |
| 10Y | +130.6% | +505.1% | -374.5% | +23.6% |
| All | +2,279.3% | +9,515.1% | -7,235.8% | +772.5% |
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