+17.3%
IGV vs IRM
+186.8%
-169.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | -1.3% | -5.3% | +4.0% | +0.6% |
| 30D | -8.1% | -2.3% | -5.8% | -7.5% |
| 3M | -1.6% | -7.4% | +5.8% | +0.8% |
| 6M | +12.7% | -12.2% | +25.0% | +17.3% |
| YTD | -3.3% | +38.6% | -41.9% | -18.1% |
| 1Y | -7.9% | +14.9% | -22.8% | -15.5% |
| 3Y | +40.3% | +108.2% | -67.8% | -9.7% |
| 5Y | +17.3% | +183.8% | -166.5% | -38.4% |
| All | +17.3% | +186.8% | -169.5% | -38.4% |
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 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