+505.1%
IRM vs VO
+197.4%
+307.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -5.1% | -0.2% | -4.9% | -4.6% |
| 30D | -3.3% | +0.5% | -3.7% | -3.3% |
| 3M | -8.2% | -1.1% | -7.1% | -6.8% |
| 6M | -12.8% | +6.4% | -19.1% | -17.0% |
| YTD | +36.6% | +13.5% | +23.1% | +22.9% |
| 1Y | +11.9% | +13.6% | -1.7% | +0.8% |
| 3Y | +105.1% | +65.2% | +39.9% | +34.9% |
| 5Y | +182.4% | +37.7% | +144.7% | +114.9% |
| 10Y | +505.1% | +198.4% | +306.8% | +124.8% |
| All | +505.1% | +197.4% | +307.8% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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