-29.4%
VST vs IRM
-17.5%
-11.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -11.1% | +4.9% | +1.7% |
| 7D | -19.9% | -10.9% | -9.0% | -13.5% |
| 30D | -29.7% | -9.4% | -20.2% | -24.9% |
| 3M | -19.6% | -16.4% | -3.2% | -9.9% |
| 6M | -29.4% | -18.7% | -10.7% | -18.8% |
| All | -29.4% | -17.5% | -11.9% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling