+73.6%
VEA vs IRM
+98.2%
-24.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.7% |
| 7D | -2.1% | -1.8% | -0.3% | -1.6% |
| 30D | -1.1% | -7.8% | +6.7% | +0.8% |
| 3M | +5.1% | -7.9% | +12.9% | +6.9% |
| 6M | +9.8% | +6.3% | +3.4% | +7.7% |
| YTD | +15.9% | +38.2% | -22.2% | +6.7% |
| 1Y | +24.6% | +19.8% | +4.7% | +18.2% |
| All | +73.6% | +98.2% | -24.6% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling