+1,063.4%
IRM vs VEU
+174.2%
+889.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +6.8% | +2.1% | +4.7% | +5.2% |
| 30D | +2.6% | -0.9% | +3.5% | +3.6% |
| 3M | -9.5% | -5.4% | -4.1% | -5.5% |
| 6M | -8.5% | -1.8% | -6.7% | -7.1% |
| YTD | +40.3% | +10.9% | +29.3% | +30.7% |
| 1Y | +28.7% | +13.6% | +15.1% | +18.0% |
| 3Y | +111.8% | +69.3% | +42.6% | +47.5% |
| 5Y | +189.1% | +48.1% | +141.0% | +120.2% |
| 10Y | +519.8% | +148.0% | +371.8% | +230.4% |
| All | +1,063.4% | +174.2% | +889.2% | +410.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling