+21.2%
IGV vs IRM
+190.5%
-169.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -1.5% | +3.0% | -4.6% | -2.6% |
| 30D | -3.0% | -5.2% | +2.2% | -1.2% |
| 3M | +9.6% | -8.0% | +17.6% | +12.5% |
| 6M | +16.1% | +9.2% | +7.0% | +10.4% |
| YTD | -3.6% | +41.0% | -44.6% | -18.3% |
| 1Y | -7.8% | +23.3% | -31.1% | -17.7% |
| 3Y | +40.0% | +102.8% | -62.9% | -6.8% |
| 5Y | +21.2% | +192.8% | -171.6% | -35.3% |
| All | +21.2% | +190.5% | -169.3% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling