+1,503.9%
IRM vs VO
+797.8%
+706.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -8.6% | -2.6% | -6.1% | -6.4% |
| 30D | -8.0% | -0.9% | -7.0% | -6.9% |
| 3M | -12.0% | -3.0% | -9.0% | -9.4% |
| 6M | -18.2% | +2.2% | -20.4% | -19.1% |
| YTD | +31.4% | +10.6% | +20.8% | +22.0% |
| 1Y | +9.2% | +12.5% | -3.3% | +0.2% |
| 3Y | +94.6% | +61.4% | +33.2% | +35.1% |
| 5Y | +170.2% | +33.4% | +136.7% | +117.8% |
| 10Y | +464.3% | +201.5% | +262.8% | +138.8% |
| All | +1,503.9% | +797.8% | +706.1% | +210.0% |
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 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