+1,652.5%
IRM vs ITOT
+891.2%
+761.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.2% |
| 7D | +1.6% | +0.7% | +1.0% | +1.1% |
| 30D | -4.2% | -1.1% | -3.1% | -3.3% |
| 3M | -5.4% | +3.9% | -9.2% | -8.5% |
| 6M | +12.0% | +14.7% | -2.7% | -0.2% |
| YTD | +42.0% | +13.3% | +28.7% | +27.8% |
| 1Y | +29.9% | +19.1% | +10.7% | +12.2% |
| 3Y | +104.4% | +77.3% | +27.0% | +26.2% |
| 5Y | +191.0% | +74.1% | +116.9% | +81.9% |
| 10Y | +417.1% | +293.1% | +124.0% | +59.8% |
| All | +1,652.5% | +891.2% | +761.4% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling