+1,162.4%
VST vs IRM
+481.3%
+681.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -6.0% | -5.1% | -1.0% | -3.8% |
| 30D | -18.8% | -3.3% | -15.5% | -17.4% |
| 3M | -8.0% | -8.2% | +0.1% | -4.3% |
| 6M | -10.9% | -12.8% | +1.8% | -5.0% |
| YTD | -18.3% | +36.6% | -54.9% | -29.6% |
| 1Y | -29.9% | +11.9% | -41.8% | -33.9% |
| 3Y | +290.3% | +105.1% | +185.2% | +195.7% |
| 5Y | +635.3% | +182.4% | +452.9% | +388.0% |
| 10Y | +1,162.4% | +505.1% | +657.2% | +587.5% |
| All | +1,162.4% | +481.3% | +681.0% | +587.5% |
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