+59.4%
VEA vs IRM
+186.9%
-127.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.1% |
| 3M | +5.1% | -7.9% | +12.9% | +7.1% |
| 6M | +9.8% | +6.3% | +3.4% | +7.4% |
| YTD | +15.9% | +38.2% | -22.2% | +5.1% |
| 1Y | +24.6% | +19.8% | +4.7% | +17.1% |
| 3Y | +75.5% | +98.8% | -23.2% | +35.6% |
| 5Y | +59.4% | +191.8% | -132.4% | +8.7% |
| All | +59.4% | +186.9% | -127.5% | +8.7% |
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 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