+192.7%
VSH vs IRM
+440.8%
-248.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.0% | +4.1% | +5.1% |
| 7D | +4.8% | -1.4% | +6.2% | +5.6% |
| 30D | -0.7% | -7.4% | +6.7% | +3.5% |
| 3M | -43.1% | -7.4% | -35.7% | -40.5% |
| 6M | +91.8% | +8.7% | +83.1% | +86.3% |
| YTD | +131.6% | +40.9% | +90.7% | +96.5% |
| 1Y | +118.1% | +20.5% | +97.6% | +99.6% |
| 3Y | +40.9% | +101.7% | -60.8% | -0.7% |
| 5Y | +75.8% | +197.7% | -121.9% | +0.6% |
| All | +192.7% | +440.8% | -248.1% | +19.3% |
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