+66.7%
VSH vs IRM
+192.5%
-125.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.7% |
| 7D | +6.2% | +1.6% | +4.6% | +5.2% |
| 30D | -11.1% | -4.2% | -6.9% | -8.8% |
| 3M | -44.9% | -5.4% | -39.5% | -42.8% |
| 6M | +90.0% | +12.0% | +77.9% | +81.6% |
| YTD | +118.8% | +42.0% | +76.7% | +84.1% |
| 1Y | +109.0% | +29.9% | +79.1% | +83.7% |
| 3Y | +35.6% | +104.4% | -68.7% | -5.0% |
| 5Y | +66.7% | +191.0% | -124.3% | +0.2% |
| All | +66.7% | +192.5% | -125.8% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling