+101.8%
IRM vs RNG
+122.1%
-20.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | +3.0% | -4.1% | +7.1% | +3.4% |
| 30D | -5.2% | +8.6% | -13.9% | -6.1% |
| 3M | -8.0% | +78.0% | -86.0% | -13.9% |
| 6M | +9.2% | +67.0% | -57.9% | +2.3% |
| YTD | +41.0% | +142.4% | -101.4% | +24.8% |
| 1Y | +23.3% | +120.4% | -97.2% | +10.2% |
| All | +101.8% | +122.1% | -20.3% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling