+165.8%
VXUS vs IRM
+1,089.8%
-923.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.5% | -5.1% | +5.6% | +1.9% |
| 30D | -2.5% | -3.3% | +0.7% | -1.8% |
| 3M | -4.6% | -8.2% | +3.5% | -2.6% |
| 6M | -2.6% | -12.8% | +10.1% | +0.7% |
| YTD | +10.4% | +36.6% | -26.2% | -0.2% |
| 1Y | +12.9% | +11.9% | +1.0% | +7.9% |
| 3Y | +68.4% | +105.1% | -36.7% | +31.0% |
| 5Y | +47.7% | +182.4% | -134.7% | +2.6% |
| 10Y | +142.2% | +505.1% | -362.9% | +25.9% |
| All | +165.8% | +1,089.8% | -923.9% | +6.0% |
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