+108.4%
VSH vs IRM
+12.7%
+95.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +7.3% |
| 7D | +12.8% | -5.3% | +18.0% | +19.5% |
| 30D | -9.0% | -2.3% | -6.7% | -5.7% |
| 3M | -12.2% | -7.4% | -4.8% | -4.6% |
| 6M | -15.9% | -12.2% | -3.7% | -4.7% |
| YTD | +103.2% | +38.6% | +64.6% | +78.4% |
| 1Y | +108.4% | +14.9% | +93.5% | +117.0% |
| All | +108.4% | +12.7% | +95.7% | +117.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling