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  • TER vs IRM✓SelectedUSD · IRMTER vs IRM performance historyLatest closeAs of+4.21%09/08
Stock and ETF performance explorer

TER vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+219.1%
IRM return
+192.5%
Excess return
+26.6%
Maximum drawdown
-59.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
1D+4.2%-0.7%+4.9%+4.6%
7D+11.0%+1.6%+9.3%+9.8%
30D-1.9%-4.2%+2.3%+1.1%
3M-0.7%-5.4%+4.7%+3.4%
6M+36.4%+12.0%+24.3%+30.0%
YTD+92.4%+42.0%+50.4%+60.7%
1Y+213.5%+29.9%+183.7%+173.4%
3Y+277.2%+104.4%+172.9%+136.7%
5Y+219.1%+191.0%+28.1%+52.4%
All+219.1%+192.5%+26.6%+52.4%

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 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