+20.5%
IRM vs ITOT
+17.8%
+2.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.1% |
| 7D | -1.4% | -0.9% | -0.5% | -0.4% |
| 30D | -7.4% | -1.5% | -5.9% | -5.8% |
| 3M | -7.4% | +3.6% | -10.9% | -11.3% |
| 6M | +8.7% | +13.7% | -5.0% | -6.9% |
| YTD | +40.9% | +12.9% | +28.0% | +20.8% |
| 1Y | +20.5% | +17.2% | +3.3% | -1.5% |
| All | +20.5% | +17.8% | +2.7% | -1.5% |
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