+588.9%
VST vs IRM
+168.2%
+420.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.0% | +9.6% | +10.0% |
| 7D | -9.8% | -8.6% | -1.2% | -5.1% |
| 30D | -25.1% | -8.0% | -17.2% | -21.4% |
| 3M | -11.6% | -12.0% | +0.4% | -4.8% |
| 6M | -20.9% | -18.2% | -2.8% | -11.3% |
| YTD | -22.3% | +31.4% | -53.7% | -34.6% |
| 1Y | -32.0% | +9.2% | -41.2% | -36.2% |
| 3Y | +262.4% | +94.6% | +167.8% | +167.4% |
| All | +588.9% | +168.2% | +420.7% | +332.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling