-39.3%
VG vs IRM
+10.4%
-49.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.2% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | +16.0% | -8.1% | +24.1% | +20.6% |
| 3M | +9.7% | -9.7% | +19.4% | +14.5% |
| 6M | +29.6% | +10.0% | +19.6% | +13.5% |
| YTD | +112.0% | +43.0% | +69.0% | +40.7% |
| 1Y | +12.8% | +32.7% | -19.9% | -19.9% |
| All | -39.3% | +10.4% | -49.7% | -55.1% |
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