+738.6%
IVV vs IRM
+2,771.9%
-2,033.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | 0.0% |
| 7D | -2.7% | -8.6% | +5.9% | 0.0% |
| 30D | -5.4% | -8.0% | +2.6% | -3.0% |
| 3M | -4.1% | -12.0% | +7.9% | -0.4% |
| 6M | +0.7% | -18.2% | +18.9% | +6.6% |
| YTD | +8.7% | +31.4% | -22.6% | -2.1% |
| 1Y | +11.0% | +9.2% | +1.8% | +5.9% |
| 3Y | +75.4% | +94.6% | -19.2% | +35.0% |
| 5Y | +68.3% | +170.2% | -101.8% | +14.5% |
| 10Y | +315.5% | +464.3% | -148.8% | +111.6% |
| All | +738.6% | +2,771.9% | -2,033.3% | +135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling