+1,142.3%
VST vs IRM
+514.0%
+628.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.0% |
| 7D | +10.9% | -5.3% | +16.2% | +13.8% |
| 30D | -15.6% | -2.3% | -13.3% | -14.6% |
| 3M | -7.8% | -7.4% | -0.3% | -4.4% |
| 6M | -12.0% | -12.2% | +0.3% | -6.4% |
| YTD | -16.9% | +38.6% | -55.6% | -28.9% |
| 1Y | -25.1% | +14.9% | -40.0% | -30.2% |
| 3Y | +297.1% | +108.2% | +188.9% | +198.7% |
| 5Y | +641.9% | +183.8% | +458.1% | +390.6% |
| 10Y | +1,142.3% | +512.6% | +629.7% | +564.3% |
| All | +1,142.3% | +514.0% | +628.3% | +564.3% |
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