+183.8%
VXUS vs IRM
+1,145.4%
-961.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +2.2% | -8.1% | +10.3% | +4.5% |
| 3M | +3.0% | -9.7% | +12.6% | +5.7% |
| 6M | +10.7% | +10.0% | +0.7% | +7.1% |
| YTD | +17.8% | +43.0% | -25.2% | +5.4% |
| 1Y | +27.6% | +32.7% | -5.1% | +16.1% |
| 3Y | +73.3% | +102.7% | -29.4% | +35.6% |
| 5Y | +54.3% | +187.6% | -133.2% | +6.8% |
| 10Y | +149.8% | +420.1% | -270.3% | +36.4% |
| All | +183.8% | +1,145.4% | -961.6% | +11.9% |
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