+191.0%
IRM vs RRC
+153.5%
+37.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.6% | -1.2% | +2.8% | +1.8% |
| 30D | -4.2% | +9.4% | -13.6% | -5.8% |
| 3M | -5.4% | +7.4% | -12.8% | -6.9% |
| 6M | +12.0% | +1.5% | +10.6% | +11.1% |
| YTD | +42.0% | +19.4% | +22.7% | +36.2% |
| 1Y | +29.9% | +24.2% | +5.6% | +23.2% |
| 3Y | +104.4% | +32.8% | +71.6% | +89.8% |
| 5Y | +191.0% | +152.9% | +38.1% | +146.9% |
| All | +191.0% | +153.5% | +37.5% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling