+423.6%
IRM vs RNG
+223.4%
+200.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.9% |
| 7D | -1.8% | -9.6% | +7.8% | -0.9% |
| 30D | -7.8% | +8.8% | -16.6% | -8.6% |
| 3M | -7.9% | +78.6% | -86.5% | -13.4% |
| 6M | +6.3% | +70.3% | -63.9% | -0.1% |
| YTD | +38.2% | +140.3% | -102.2% | +24.4% |
| 1Y | +19.8% | +126.6% | -106.8% | +8.3% |
| 3Y | +98.8% | +120.2% | -21.5% | +76.5% |
| 5Y | +191.8% | -68.3% | +260.1% | +182.4% |
| All | +423.6% | +223.4% | +200.2% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling