+192.8%
IRM vs VIG
+62.2%
+130.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.1% |
| 7D | +3.0% | -1.2% | +4.2% | +4.5% |
| 30D | -5.2% | -2.8% | -2.4% | -2.0% |
| 3M | -8.0% | +2.5% | -10.5% | -10.8% |
| 6M | +9.2% | +8.1% | +1.1% | -0.3% |
| YTD | +41.0% | +9.6% | +31.4% | +26.8% |
| 1Y | +23.3% | +14.2% | +9.1% | +5.9% |
| 3Y | +102.8% | +56.1% | +46.7% | +22.3% |
| 5Y | +192.8% | +62.8% | +129.9% | +66.7% |
| All | +192.8% | +62.2% | +130.5% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling