+938.5%
IGV vs IRM
+2,399.6%
-1,461.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | +2.3% | +6.8% | -4.5% | -0.1% |
| 30D | -6.0% | +2.6% | -8.6% | -7.1% |
| 3M | -4.8% | -9.5% | +4.7% | -1.8% |
| 6M | +14.2% | -8.5% | +22.7% | +16.8% |
| YTD | -4.2% | +40.3% | -44.5% | -17.2% |
| 1Y | -5.3% | +28.7% | -34.0% | -15.6% |
| 3Y | +38.8% | +111.8% | -73.0% | +0.1% |
| 5Y | +14.2% | +189.1% | -174.9% | -27.3% |
| 10Y | +357.6% | +519.8% | -162.2% | +105.7% |
| All | +938.5% | +2,399.6% | -1,461.1% | +104.4% |
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 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