+146.4%
VXUS vs IRM
+407.3%
-260.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +1.6% | +1.6% | 0.0% | +1.1% |
| 30D | +1.0% | -4.2% | +5.2% | +2.1% |
| 3M | +5.7% | -5.4% | +11.0% | +6.9% |
| 6M | +13.6% | +12.0% | +1.6% | +9.5% |
| YTD | +17.4% | +42.0% | -24.6% | +5.8% |
| 1Y | +25.1% | +29.9% | -4.8% | +15.0% |
| 3Y | +75.8% | +104.4% | -28.5% | +38.4% |
| 5Y | +55.4% | +191.0% | -135.6% | +8.6% |
| 10Y | +146.4% | +417.1% | -270.7% | +39.3% |
| All | +146.4% | +407.3% | -260.9% | +39.3% |
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 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