+191.8%
IRM vs ITOT
+71.8%
+119.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.4% |
| 7D | -1.8% | -2.0% | +0.2% | +0.1% |
| 30D | -7.8% | -2.0% | -5.8% | -6.0% |
| 3M | -7.9% | +4.5% | -12.4% | -11.7% |
| 6M | +6.3% | +12.6% | -6.3% | -4.8% |
| YTD | +38.2% | +12.0% | +26.2% | +24.3% |
| 1Y | +19.8% | +17.3% | +2.6% | +3.5% |
| 3Y | +98.8% | +75.2% | +23.5% | +18.8% |
| 5Y | +191.8% | +74.0% | +117.7% | +70.5% |
| All | +191.8% | +71.8% | +119.9% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling