+1,646.1%
IRM vs VO
+827.2%
+818.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.8% |
| 7D | -0.5% | -0.3% | -0.2% | -0.2% |
| 30D | -8.1% | -0.3% | -7.7% | -7.8% |
| 3M | -9.7% | +2.9% | -12.6% | -11.7% |
| 6M | +10.0% | +9.3% | +0.6% | +2.7% |
| YTD | +43.0% | +14.2% | +28.8% | +28.9% |
| 1Y | +32.7% | +15.3% | +17.4% | +18.9% |
| 3Y | +102.7% | +56.2% | +46.5% | +43.9% |
| 5Y | +187.6% | +42.4% | +145.1% | +119.3% |
| 10Y | +420.1% | +194.7% | +225.4% | +123.0% |
| All | +1,646.1% | +827.2% | +818.8% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling