+50.0%
VG vs IRM
+10.1%
+39.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -22.0% | -8.6% | -13.4% | -22.1% |
| 30D | -11.6% | -8.0% | -3.7% | -11.6% |
| 3M | -14.9% | -12.0% | -2.9% | -15.0% |
| 6M | -3.5% | -18.2% | +14.6% | -3.4% |
| YTD | +70.0% | +31.4% | +38.6% | +38.8% |
| 1Y | +50.0% | +9.2% | +40.8% | +37.7% |
| All | +50.0% | +10.1% | +39.9% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling