+193.5%
IRM vs RL
+238.1%
-44.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.1% |
| 3M | -9.7% | -4.0% | -5.7% | -9.0% |
| 6M | +10.0% | -1.9% | +11.9% | +9.4% |
| YTD | +43.0% | -0.2% | +43.2% | +41.3% |
| 1Y | +32.7% | +10.7% | +22.0% | +26.7% |
| 3Y | +102.7% | +210.8% | -108.0% | +38.2% |
| All | +193.5% | +238.1% | -44.6% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling