+1,164.9%
VST vs IRM
+520.0%
+644.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +6.6% | +6.8% | -0.2% | +3.4% |
| 30D | -12.4% | +2.6% | -15.0% | -13.4% |
| 3M | -9.0% | -9.5% | +0.5% | -4.7% |
| 6M | -6.4% | -8.5% | +2.0% | -2.5% |
| YTD | -17.2% | +40.3% | -57.5% | -29.5% |
| 1Y | -22.0% | +28.7% | -50.7% | -31.0% |
| 3Y | +296.7% | +111.8% | +184.8% | +196.1% |
| 5Y | +637.6% | +189.1% | +448.5% | +383.9% |
| All | +1,164.9% | +520.0% | +644.9% | +568.7% |
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