+1,112.0%
VST vs IRM
+456.9%
+655.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.0% | +9.6% | +10.1% |
| 7D | -9.8% | -8.6% | -1.2% | -6.1% |
| 30D | -25.1% | -8.0% | -17.2% | -22.1% |
| 3M | -11.6% | -12.0% | +0.4% | -6.2% |
| 6M | -20.9% | -18.2% | -2.8% | -13.2% |
| YTD | -22.3% | +31.4% | -53.7% | -31.8% |
| 1Y | -32.0% | +9.2% | -41.2% | -35.1% |
| 3Y | +262.4% | +94.6% | +167.8% | +181.2% |
| 5Y | +563.4% | +170.2% | +393.2% | +349.9% |
| All | +1,112.0% | +456.9% | +655.1% | +547.5% |
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