+312.0%
IVV vs IRM
+524.5%
-212.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | +3.3% | +8.6% | -5.3% | +0.6% |
| 30D | -2.7% | 0.0% | -2.6% | -2.8% |
| 3M | -1.7% | -7.1% | +5.4% | +0.3% |
| 6M | +3.2% | -7.9% | +11.0% | +5.1% |
| YTD | +12.0% | +41.3% | -29.3% | -1.9% |
| 1Y | +12.1% | +20.7% | -8.6% | +3.3% |
| 3Y | +78.6% | +112.2% | -33.5% | +30.5% |
| 5Y | +73.8% | +191.2% | -117.4% | +11.5% |
| All | +312.0% | +524.5% | -212.5% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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