+41.5%
IVZ vs IRM
+520.0%
-478.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.8% |
| 7D | +7.6% | +6.8% | +0.8% | +3.7% |
| 30D | +4.3% | +2.6% | +1.7% | +2.8% |
| 3M | -9.3% | -9.5% | +0.1% | -4.4% |
| 6M | +5.2% | -8.5% | +13.7% | +10.0% |
| YTD | +13.4% | +40.3% | -26.8% | -8.6% |
| 1Y | +25.4% | +28.7% | -3.3% | +6.0% |
| 3Y | +152.5% | +111.8% | +40.7% | +47.3% |
| 5Y | +36.7% | +189.1% | -152.4% | -35.6% |
| All | +41.5% | +520.0% | -478.5% | -58.5% |
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