+144.6%
IEFA vs IRM
+440.8%
-296.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.4% |
| 7D | -1.6% | -1.4% | -0.1% | -1.2% |
| 30D | -1.5% | -7.4% | +5.9% | +0.5% |
| 3M | +3.4% | -7.4% | +10.8% | +5.2% |
| 6M | +9.5% | +8.7% | +0.8% | +6.3% |
| YTD | +13.0% | +40.9% | -27.9% | +1.8% |
| 1Y | +18.0% | +20.5% | -2.5% | +10.6% |
| 3Y | +65.4% | +101.7% | -36.3% | +30.0% |
| 5Y | +51.6% | +197.7% | -146.1% | +4.7% |
| All | +144.6% | +440.8% | -296.2% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling