+387.0%
VNQ vs IRM
+1,341.3%
-954.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -0.9% | +3.0% | -3.9% | -2.3% |
| 30D | -2.2% | -5.2% | +3.0% | +0.1% |
| 3M | -1.9% | -8.0% | +6.1% | +1.4% |
| 6M | +3.2% | +9.2% | -5.9% | -2.6% |
| YTD | +9.4% | +41.0% | -31.6% | -9.6% |
| 1Y | +7.5% | +23.3% | -15.7% | -5.8% |
| 3Y | +31.1% | +102.8% | -71.8% | -13.5% |
| 5Y | +6.6% | +192.8% | -186.2% | -42.7% |
| 10Y | +63.9% | +439.6% | -375.7% | -38.9% |
| All | +387.0% | +1,341.3% | -954.3% | -1.0% |
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