+120.4%
VSH vs IRM
+524.5%
-404.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -5.7% |
| 7D | +26.2% | +8.6% | +17.6% | +20.7% |
| 30D | -12.5% | 0.0% | -12.5% | -11.6% |
| 3M | -16.9% | -7.1% | -9.8% | -12.4% |
| 6M | -17.0% | -7.9% | -9.1% | -11.5% |
| YTD | +93.8% | +41.3% | +52.5% | +65.8% |
| 1Y | +99.3% | +20.7% | +78.6% | +84.4% |
| 3Y | +35.0% | +112.2% | -77.2% | -6.4% |
| 5Y | +45.8% | +191.2% | -145.4% | -15.3% |
| All | +120.4% | +524.5% | -404.1% | -13.4% |
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 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