+192.8%
IRM vs VEU
+56.2%
+136.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.1% |
| 7D | +3.0% | +0.3% | +2.7% | +2.8% |
| 30D | -5.2% | +0.7% | -5.9% | -5.7% |
| 3M | -8.0% | +4.7% | -12.7% | -11.9% |
| 6M | +9.2% | +11.6% | -2.5% | -1.1% |
| YTD | +41.0% | +16.8% | +24.2% | +22.4% |
| 1Y | +23.3% | +24.9% | -1.6% | +1.0% |
| 3Y | +102.8% | +75.7% | +27.1% | +23.5% |
| 5Y | +192.8% | +56.1% | +136.7% | +84.5% |
| All | +192.8% | +56.2% | +136.6% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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