+327.8%
VWO vs IRM
+1,462.8%
-1,135.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | +0.9% | +1.6% | -0.7% | +0.3% |
| 30D | +1.3% | -4.2% | +5.4% | +2.7% |
| 3M | +5.1% | -5.4% | +10.5% | +6.8% |
| 6M | +12.5% | +12.0% | +0.5% | +6.8% |
| YTD | +14.0% | +42.0% | -28.0% | -1.6% |
| 1Y | +19.7% | +29.9% | -10.1% | +6.1% |
| 3Y | +66.8% | +104.4% | -37.6% | +19.0% |
| 5Y | +36.2% | +191.0% | -154.8% | -18.8% |
| 10Y | +111.0% | +417.1% | -306.1% | -10.4% |
| All | +327.8% | +1,462.8% | -1,135.0% | -2.9% |
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