+5,539.6%
IRM vs RL
+1,366.2%
+4,173.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.2% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | -8.1% | -7.8% | -0.3% | -6.6% |
| 3M | -9.7% | -4.0% | -5.7% | -9.1% |
| 6M | +10.0% | -1.9% | +11.9% | +9.7% |
| YTD | +43.0% | -0.2% | +43.2% | +41.9% |
| 1Y | +32.7% | +10.7% | +22.0% | +28.5% |
| 3Y | +102.7% | +210.8% | -108.0% | +55.1% |
| 5Y | +187.6% | +238.2% | -50.7% | +111.9% |
| 10Y | +420.1% | +313.4% | +106.7% | +246.2% |
| All | +5,539.6% | +1,366.2% | +4,173.5% | +2,912.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling