+771.0%
IVZ vs IRM
+9,145.3%
-8,374.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | -2.4% | -8.6% | +6.2% | +1.9% |
| 30D | -11.2% | -8.0% | -3.2% | -7.6% |
| 3M | -14.0% | -12.0% | -2.0% | -8.8% |
| 6M | +0.5% | -18.2% | +18.6% | +10.0% |
| YTD | +5.4% | +31.4% | -25.9% | -8.7% |
| 1Y | +19.5% | +9.2% | +10.3% | +12.5% |
| 3Y | +128.7% | +94.6% | +34.1% | +58.6% |
| 5Y | +28.8% | +170.2% | -141.4% | -24.4% |
| 10Y | +52.3% | +464.3% | -412.0% | -38.1% |
| All | +771.0% | +9,145.3% | -8,374.4% | +94.5% |
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 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