+111.1%
VSH vs IRM
+520.0%
-408.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.8% |
| 7D | +14.3% | +6.8% | +7.6% | +10.4% |
| 30D | -7.9% | +2.6% | -10.5% | -8.3% |
| 3M | -19.9% | -9.5% | -10.4% | -14.3% |
| 6M | -30.5% | -8.5% | -22.0% | -25.7% |
| YTD | +85.7% | +40.3% | +45.4% | +59.5% |
| 1Y | +98.9% | +28.7% | +70.3% | +78.4% |
| 3Y | +32.1% | +111.8% | -79.7% | -8.3% |
| 5Y | +39.7% | +189.1% | -149.4% | -18.5% |
| All | +111.1% | +520.0% | -408.9% | -16.7% |
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