+771.0%
IVZ vs IRM
+9,056.8%
-8,285.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -11.1% | +3.1% | -2.7% |
| 7D | -6.7% | -10.9% | +4.2% | -1.4% |
| 30D | -10.9% | -9.4% | -1.4% | -6.5% |
| 3M | -14.8% | -16.4% | +1.5% | -7.5% |
| 6M | +2.4% | -18.7% | +21.1% | +12.5% |
| YTD | +5.4% | +30.1% | -24.7% | -8.3% |
| 1Y | +19.6% | +8.5% | +11.0% | +13.0% |
| 3Y | +122.4% | +88.0% | +34.4% | +56.9% |
| 5Y | +28.8% | +167.6% | -138.8% | -24.0% |
| 10Y | +52.3% | +458.9% | -406.6% | -37.8% |
| All | +771.0% | +9,056.8% | -8,285.9% | +95.4% |
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