+973.4%
IRM vs VYM
+487.3%
+486.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +3.0% | -1.0% | +4.0% | +4.0% |
| 30D | -5.2% | -2.0% | -3.2% | -3.4% |
| 3M | -8.0% | +3.1% | -11.1% | -10.6% |
| 6M | +9.2% | +8.9% | +0.3% | +1.1% |
| YTD | +41.0% | +14.7% | +26.3% | +24.5% |
| 1Y | +23.3% | +19.4% | +3.8% | +5.0% |
| 3Y | +102.8% | +65.4% | +37.4% | +29.1% |
| 5Y | +192.8% | +77.6% | +115.2% | +76.4% |
| 10Y | +439.6% | +207.8% | +231.9% | +97.7% |
| All | +973.4% | +487.3% | +486.2% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling