+1,181.0%
VUG vs IRM
+1,591.7%
-410.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -1.2% | -5.1% | +3.9% | +0.5% |
| 30D | -8.9% | -3.3% | -5.6% | -7.9% |
| 3M | -5.9% | -8.2% | +2.2% | -3.5% |
| 6M | -3.3% | -12.8% | +9.5% | +0.6% |
| YTD | +3.4% | +36.6% | -33.2% | -8.3% |
| 1Y | +1.9% | +11.9% | -10.0% | -3.6% |
| 3Y | +76.9% | +105.1% | -28.2% | +32.9% |
| 5Y | +63.9% | +182.4% | -118.5% | +9.2% |
| 10Y | +396.2% | +505.1% | -108.9% | +143.5% |
| All | +1,181.0% | +1,591.7% | -410.6% | +324.4% |
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