+158.3%
VEA vs IRM
+1,095.4%
-937.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +2.3% | +6.8% | -4.5% | -0.1% |
| 30D | +0.2% | +2.6% | -2.4% | -0.9% |
| 3M | -5.3% | -9.5% | +4.1% | -2.4% |
| 6M | -0.9% | -8.5% | +7.6% | +1.4% |
| YTD | +12.2% | +40.3% | -28.1% | -1.8% |
| 1Y | +16.1% | +28.7% | -12.6% | +4.5% |
| 3Y | +73.0% | +111.8% | -38.8% | +25.7% |
| 5Y | +53.7% | +189.1% | -135.4% | -2.6% |
| 10Y | +159.3% | +519.8% | -360.5% | +14.3% |
| All | +158.3% | +1,095.4% | -937.1% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling