+138.2%
VSH vs IRM
+514.0%
-375.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +7.9% |
| 7D | +12.8% | -5.3% | +18.0% | +17.1% |
| 30D | -9.0% | -2.3% | -6.7% | -6.8% |
| 3M | -12.2% | -7.4% | -4.8% | -7.2% |
| 6M | -15.9% | -12.2% | -3.7% | -8.0% |
| YTD | +103.2% | +38.6% | +64.6% | +75.8% |
| 1Y | +108.4% | +14.9% | +93.5% | +98.0% |
| 3Y | +41.6% | +108.2% | -66.6% | -0.8% |
| 5Y | +54.6% | +183.8% | -129.3% | -8.9% |
| 10Y | +138.2% | +512.6% | -374.4% | -5.7% |
| All | +138.2% | +514.0% | -375.8% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling