+191.2%
IRM vs VEU
+48.7%
+142.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.7% |
| 7D | +8.6% | +2.4% | +6.3% | +6.3% |
| 30D | 0.0% | -2.0% | +2.0% | +2.2% |
| 3M | -7.1% | -5.1% | -2.0% | -2.3% |
| 6M | -7.9% | -0.7% | -7.2% | -7.2% |
| YTD | +41.3% | +11.0% | +30.3% | +28.6% |
| 1Y | +20.7% | +12.4% | +8.4% | +8.9% |
| 3Y | +112.2% | +69.8% | +42.4% | +33.0% |
| 5Y | +191.2% | +48.2% | +143.0% | +96.5% |
| All | +191.2% | +48.7% | +142.6% | +96.5% |
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