+65.1%
IVZ vs IRM
+189.3%
-124.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.9% |
| 30D | +4.0% | -8.1% | +12.1% | +8.3% |
| 3M | +18.2% | -9.7% | +27.8% | +23.9% |
| 6M | +32.8% | +10.0% | +22.8% | +25.2% |
| YTD | +28.7% | +43.0% | -14.3% | +5.4% |
| 1Y | +55.4% | +32.7% | +22.7% | +30.9% |
| 3Y | +135.2% | +102.7% | +32.5% | +42.4% |
| All | +65.1% | +189.3% | -124.2% | -17.0% |
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