+192.8%
IRM vs RNG
-70.2%
+263.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | +3.0% | -4.1% | +7.1% | +3.5% |
| 30D | -5.2% | +8.6% | -13.9% | -6.2% |
| 3M | -8.0% | +78.0% | -86.0% | -14.8% |
| 6M | +9.2% | +67.0% | -57.9% | +1.2% |
| YTD | +41.0% | +142.4% | -101.4% | +23.3% |
| 1Y | +23.3% | +120.4% | -97.2% | +8.8% |
| 3Y | +102.8% | +122.1% | -19.3% | +73.8% |
| 5Y | +192.8% | -69.8% | +262.6% | +178.5% |
| All | +192.8% | -70.2% | +263.0% | +178.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling