+161.1%
VEA vs IRM
+440.8%
-279.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.5% |
| 7D | -1.5% | -1.4% | 0.0% | -1.0% |
| 30D | -0.8% | -7.4% | +6.5% | +1.3% |
| 3M | +2.5% | -7.4% | +9.8% | +4.4% |
| 6M | +11.1% | +8.7% | +2.5% | +8.0% |
| YTD | +17.2% | +40.9% | -23.8% | +5.4% |
| 1Y | +24.5% | +20.5% | +4.0% | +16.6% |
| 3Y | +75.4% | +101.7% | -26.3% | +37.2% |
| 5Y | +61.1% | +197.7% | -136.6% | +10.4% |
| All | +161.1% | +440.8% | -279.7% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling