+29.9%
VNQ vs IRM
+98.2%
-68.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | -2.6% | -1.8% | -0.8% | -2.0% |
| 30D | -2.3% | -7.8% | +5.4% | +0.2% |
| 3M | -2.8% | -7.9% | +5.1% | -0.6% |
| 6M | +2.5% | +6.3% | -3.8% | -0.9% |
| YTD | +8.4% | +38.2% | -29.7% | -5.4% |
| 1Y | +6.8% | +19.8% | -13.1% | -2.1% |
| All | +29.9% | +98.2% | -68.2% | -18.8% |
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 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