+183.8%
IRM vs VIG
+65.3%
+118.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.5% |
| 7D | -5.3% | -0.3% | -4.9% | -4.5% |
| 30D | -2.3% | +4.9% | -7.2% | -7.4% |
| 3M | -7.4% | +2.9% | -10.4% | -10.3% |
| 6M | -12.2% | +11.2% | -23.5% | -22.4% |
| YTD | +38.6% | +16.0% | +22.7% | +16.9% |
| 1Y | +14.9% | +17.0% | -2.1% | -3.9% |
| 3Y | +108.2% | +66.9% | +41.3% | +16.0% |
| 5Y | +183.8% | +65.8% | +118.0% | +58.2% |
| All | +183.8% | +65.3% | +118.6% | +58.2% |
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