+83.1%
IVV vs IRM
+189.3%
-106.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +0.1% | -8.1% | +8.2% | +2.5% |
| 3M | +2.0% | -9.7% | +11.7% | +4.8% |
| 6M | +13.0% | +10.0% | +3.1% | +8.7% |
| YTD | +13.6% | +43.0% | -29.4% | -0.2% |
| 1Y | +20.1% | +32.7% | -12.6% | +7.4% |
| 3Y | +77.6% | +102.7% | -25.1% | +29.7% |
| All | +83.1% | +189.3% | -106.3% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling