Optimisation report for shared library

Hi,

I am trying to look at the vectorisation report for some code I have in a shared library. I turn it on the way it is described here. I get this message here:

message #10346: optimization reporting will be enabled at link time when performing interprocedural optimizations

But I cannot find the report once the compilation has successfully finished. However, the executable that links to my shared library does produce an optimisation report correctly. Am I doing something wrong? 

I am using the 2017 compiler and windows 10 with MSVS 2015.

Thank you for any hints.

Manuel