+434.2%
IRM vs VYM
+209.2%
+225.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.3% |
| 7D | -1.4% | -0.8% | -0.6% | -0.6% |
| 30D | -7.4% | -2.2% | -5.1% | -5.2% |
| 3M | -7.4% | +3.1% | -10.4% | -10.2% |
| 6M | +8.7% | +9.7% | -1.1% | -0.7% |
| YTD | +40.9% | +14.9% | +26.1% | +23.0% |
| 1Y | +20.5% | +17.6% | +2.9% | +3.0% |
| 3Y | +101.7% | +65.3% | +36.4% | +24.3% |
| 5Y | +197.7% | +78.7% | +118.9% | +72.0% |
| All | +434.2% | +209.2% | +225.0% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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