+94.6%
IRM vs RL
+240.1%
-145.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +1.4% |
| 7D | -8.6% | -4.2% | -4.5% | -7.3% |
| 30D | -8.0% | +4.3% | -12.2% | -8.7% |
| 3M | -12.0% | -4.6% | -7.4% | -10.8% |
| 6M | -18.2% | +1.7% | -19.9% | -18.9% |
| YTD | +31.4% | +7.3% | +24.0% | +27.5% |
| 1Y | +9.2% | +20.8% | -11.6% | +2.4% |
| 3Y | +94.6% | +247.0% | -152.4% | +34.6% |
| All | +94.6% | +240.1% | -145.5% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling