+517.3%
IRM vs VIG
+262.6%
+254.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.8% | +3.5% | +3.3% | +3.2% |
| 30D | +2.6% | +4.9% | -2.3% | -1.9% |
| 3M | -9.5% | +2.5% | -12.0% | -11.4% |
| 6M | -8.5% | +11.0% | -19.5% | -17.4% |
| YTD | +40.3% | +16.0% | +24.3% | +21.5% |
| 1Y | +28.7% | +17.5% | +11.1% | +10.1% |
| 3Y | +111.8% | +67.0% | +44.8% | +29.6% |
| 5Y | +189.1% | +64.8% | +124.3% | +79.5% |
| All | +517.3% | +262.6% | +254.6% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling