+434.2%
IRM vs RRX
+228.4%
+205.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +0.9% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -7.4% | -6.1% | -1.2% | -5.6% |
| 3M | -7.4% | -23.1% | +15.7% | -0.9% |
| 6M | +8.7% | -19.5% | +28.2% | +13.6% |
| YTD | +40.9% | +16.1% | +24.9% | +29.9% |
| 1Y | +20.5% | +12.9% | +7.6% | +11.3% |
| 3Y | +101.7% | +7.9% | +93.8% | +79.2% |
| 5Y | +197.7% | +19.1% | +178.6% | +148.0% |
| All | +434.2% | +228.4% | +205.8% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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