+196.5%
IRM vs VYM
+77.5%
+119.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.2% |
| 7D | -1.4% | -0.8% | -0.6% | -0.5% |
| 30D | -7.4% | -2.2% | -5.1% | -4.8% |
| 3M | -7.4% | +3.1% | -10.4% | -10.7% |
| 6M | +8.7% | +9.7% | -1.1% | -2.5% |
| YTD | +40.9% | +14.9% | +26.1% | +19.8% |
| 1Y | +20.5% | +17.6% | +2.9% | -0.1% |
| 3Y | +101.7% | +65.3% | +36.4% | +12.3% |
| All | +196.5% | +77.5% | +119.0% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling