+357.7%
IGV vs IRM
+440.8%
-83.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.4% |
| 7D | -2.9% | -1.4% | -1.5% | -2.5% |
| 30D | -1.5% | -7.4% | +5.9% | +0.9% |
| 3M | +11.7% | -7.4% | +19.0% | +14.0% |
| 6M | +18.4% | +8.7% | +9.8% | +13.8% |
| YTD | -3.9% | +40.9% | -44.9% | -16.2% |
| 1Y | -9.7% | +20.5% | -30.2% | -17.0% |
| 3Y | +38.4% | +101.7% | -63.3% | +3.3% |
| 5Y | +21.6% | +197.7% | -176.1% | -21.1% |
| All | +357.7% | +440.8% | -83.0% | +134.2% |
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 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