+1,229.5%
IRM vs VIG
+623.5%
+605.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.1% |
| 7D | -0.5% | -0.4% | 0.0% | 0.0% |
| 30D | -8.1% | -1.0% | -7.1% | -7.2% |
| 3M | -9.7% | +2.8% | -12.4% | -12.1% |
| 6M | +10.0% | +8.2% | +1.8% | +1.9% |
| YTD | +43.0% | +11.0% | +32.0% | +29.1% |
| 1Y | +32.7% | +16.1% | +16.5% | +14.8% |
| 3Y | +102.7% | +56.2% | +46.6% | +32.0% |
| 5Y | +187.6% | +63.0% | +124.6% | +80.6% |
| 10Y | +420.1% | +241.4% | +178.7% | +56.9% |
| All | +1,229.5% | +623.5% | +605.9% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling