+102.6%
IRM vs RL
+214.6%
-112.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | -8.1% | -7.8% | -0.3% | -6.2% |
| 3M | -9.7% | -4.0% | -5.7% | -9.1% |
| 6M | +10.0% | -1.9% | +11.9% | +9.4% |
| YTD | +43.0% | -0.2% | +43.2% | +41.2% |
| 1Y | +32.7% | +10.7% | +22.0% | +26.8% |
| All | +102.6% | +214.6% | -112.1% | +34.5% |
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