+769.3%
VST vs IRM
+189.3%
+580.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +2.6% |
| 7D | +8.9% | -0.5% | +9.4% | +9.1% |
| 30D | +6.2% | -8.1% | +14.3% | +11.2% |
| 3M | -2.7% | -9.7% | +6.9% | +2.7% |
| 6M | -8.4% | +10.0% | -18.3% | -13.9% |
| YTD | -7.2% | +43.0% | -50.2% | -25.7% |
| 1Y | -20.9% | +32.7% | -53.6% | -34.1% |
| 3Y | +384.0% | +102.7% | +281.3% | +244.2% |
| All | +769.3% | +189.3% | +580.0% | +438.8% |
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