+439.6%
IRM vs VO
+193.0%
+246.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | 0.0% |
| 7D | +3.0% | -0.6% | +3.6% | +3.6% |
| 30D | -5.2% | -1.9% | -3.3% | -3.5% |
| 3M | -8.0% | +3.3% | -11.3% | -10.6% |
| 6M | +9.2% | +9.7% | -0.5% | +0.8% |
| YTD | +41.0% | +12.6% | +28.4% | +27.2% |
| 1Y | +23.3% | +13.6% | +9.6% | +10.5% |
| 3Y | +102.8% | +56.8% | +46.0% | +38.9% |
| 5Y | +192.8% | +42.3% | +150.5% | +116.1% |
| 10Y | +439.6% | +199.2% | +240.5% | +98.0% |
| All | +439.6% | +193.0% | +246.7% | +98.0% |
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