+18.7%
IRM vs ITOT
+14.7%
+4.0%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | -0.2% |
| 7D | +2.6% | -0.7% | +3.3% | +3.4% |
| 30D | +5.6% | -1.1% | +6.7% | +7.1% |
| 3M | -4.7% | -0.8% | -3.9% | -3.7% |
| 6M | -6.1% | +7.0% | -13.1% | -13.6% |
| YTD | +46.3% | +13.3% | +33.0% | +23.7% |
| 1Y | +18.7% | +14.8% | +3.9% | -1.3% |
| All | +18.7% | +14.7% | +4.0% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling