+7.2%
VNQ vs IRM
+197.3%
-190.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.1% |
| 7D | -1.3% | -1.4% | +0.2% | -0.7% |
| 30D | -2.6% | -7.4% | +4.8% | +0.4% |
| 3M | -2.0% | -7.4% | +5.3% | +0.6% |
| 6M | +4.3% | +8.7% | -4.3% | -0.8% |
| YTD | +9.2% | +40.9% | -31.7% | -8.1% |
| 1Y | +5.6% | +20.5% | -14.9% | -5.2% |
| 3Y | +30.8% | +101.7% | -70.9% | -14.8% |
| All | +7.2% | +197.3% | -190.1% | -43.3% |
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