+835.7%
IRM vs RNG
+327.7%
+508.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.0% |
| 7D | -0.5% | +5.8% | -6.2% | -1.0% |
| 30D | -8.1% | +19.6% | -27.7% | -9.8% |
| 3M | -9.7% | +67.0% | -76.7% | -14.7% |
| 6M | +10.0% | +88.4% | -78.4% | +2.0% |
| YTD | +43.0% | +155.5% | -112.5% | +27.5% |
| 1Y | +32.7% | +141.7% | -109.0% | +18.7% |
| 3Y | +102.7% | +131.1% | -28.4% | +78.4% |
| 5Y | +187.6% | -70.6% | +258.1% | +185.9% |
| 10Y | +420.1% | +228.2% | +191.9% | +268.9% |
| All | +835.7% | +327.7% | +508.0% | +554.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling