+420.5%
VUG vs IRM
+418.7%
+1.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +0.1% | +3.0% | -2.9% | -0.9% |
| 30D | -1.7% | -5.2% | +3.5% | 0.0% |
| 3M | +2.8% | -8.0% | +10.9% | +5.3% |
| 6M | +13.6% | +9.2% | +4.4% | +9.2% |
| YTD | +8.1% | +41.0% | -32.9% | -5.3% |
| 1Y | +13.1% | +23.3% | -10.2% | +3.3% |
| 3Y | +87.0% | +102.8% | -15.9% | +38.8% |
| 5Y | +76.0% | +192.8% | -116.8% | +13.4% |
| 10Y | +420.5% | +439.6% | -19.2% | +159.8% |
| All | +420.5% | +418.7% | +1.8% | +159.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling