+439.6%
IRM vs RRC
+4.5%
+435.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | +3.0% | -1.7% | +4.8% | +3.3% |
| 30D | -5.2% | +3.6% | -8.8% | -5.7% |
| 3M | -8.0% | +8.8% | -16.9% | -9.2% |
| 6M | +9.2% | +0.8% | +8.4% | +8.6% |
| YTD | +41.0% | +19.0% | +22.0% | +37.1% |
| 1Y | +23.3% | +22.9% | +0.3% | +19.1% |
| 3Y | +102.8% | +32.3% | +70.5% | +92.8% |
| 5Y | +192.8% | +151.6% | +41.2% | +152.4% |
| 10Y | +439.6% | +5.5% | +434.1% | +341.7% |
| All | +439.6% | +4.5% | +435.1% | +341.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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