+897.3%
VST vs IRM
+410.4%
+486.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -11.1% | +4.9% | -0.9% |
| 7D | -19.9% | -10.9% | -9.0% | -15.6% |
| 30D | -29.7% | -9.4% | -20.2% | -26.3% |
| 3M | -19.6% | -16.4% | -3.2% | -12.7% |
| 6M | -29.4% | -18.7% | -10.7% | -22.3% |
| YTD | -29.7% | +30.1% | -59.8% | -38.0% |
| 1Y | -40.0% | +8.5% | -48.6% | -42.7% |
| 3Y | +231.0% | +88.0% | +143.0% | +159.8% |
| 5Y | +500.1% | +167.6% | +332.5% | +307.5% |
| 10Y | +1,004.2% | +458.9% | +545.3% | +462.0% |
| All | +897.3% | +410.4% | +486.9% | +422.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling