+105.5%
V vs IRM
+185.3%
-79.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -1.0% |
| 7D | -0.8% | -3.8% | +3.0% | -0.1% |
| 30D | +9.5% | -3.2% | +12.7% | +10.1% |
| 3M | +16.7% | -7.8% | +24.5% | +18.3% |
| 6M | +32.9% | -12.7% | +45.6% | +36.0% |
| YTD | +21.1% | +36.7% | -15.6% | +9.2% |
| 1Y | +26.6% | +10.0% | +16.6% | +21.1% |
| 3Y | +78.4% | +107.2% | -28.9% | +33.7% |
| 5Y | +105.5% | +181.6% | -76.1% | +35.1% |
| All | +105.5% | +185.3% | -79.9% | +35.1% |
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