+973.2%
IGV vs IRM
+2,448.1%
-1,474.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.8% |
| 7D | -4.5% | -0.5% | -4.0% | -4.3% |
| 30D | +3.2% | -8.1% | +11.3% | +6.3% |
| 3M | +4.5% | -9.7% | +14.2% | +7.9% |
| 6M | +22.1% | +10.0% | +12.1% | +16.5% |
| YTD | -1.0% | +43.0% | -44.0% | -14.7% |
| 1Y | -2.1% | +32.7% | -34.8% | -13.7% |
| 3Y | +44.6% | +102.7% | -58.1% | +6.4% |
| 5Y | +22.2% | +187.6% | -165.4% | -22.0% |
| 10Y | +364.7% | +420.1% | -55.4% | +123.7% |
| All | +973.2% | +2,448.1% | -1,474.9% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling