+231.8%
VSH vs IRM
+9,515.1%
-9,283.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -1.6% | -5.1% | +3.5% | +1.2% |
| 30D | -21.3% | -3.3% | -18.0% | -19.5% |
| 3M | -18.9% | -8.2% | -10.7% | -14.9% |
| 6M | -21.4% | -12.8% | -8.7% | -15.3% |
| YTD | +86.8% | +36.6% | +50.2% | +66.7% |
| 1Y | +85.8% | +11.9% | +73.9% | +80.0% |
| 3Y | +30.1% | +105.1% | -75.0% | -2.2% |
| 5Y | +42.8% | +182.4% | -139.6% | -7.4% |
| 10Y | +121.2% | +505.1% | -383.9% | +1.9% |
| All | +231.8% | +9,515.1% | -9,283.3% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling