+64.7%
IVZ vs IRM
+409.6%
-344.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.2% |
| 7D | +0.6% | -0.5% | +1.1% | +0.9% |
| 30D | +4.0% | -8.1% | +12.1% | +8.8% |
| 3M | +18.2% | -9.7% | +27.8% | +24.5% |
| 6M | +32.8% | +10.0% | +22.8% | +24.4% |
| YTD | +28.7% | +43.0% | -14.3% | +3.3% |
| 1Y | +55.4% | +32.7% | +22.7% | +28.7% |
| 3Y | +135.2% | +102.7% | +32.5% | +43.3% |
| 5Y | +64.2% | +187.6% | -123.4% | -20.8% |
| All | +64.7% | +409.6% | -344.9% | -46.7% |
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