+97.7%
IRM vs RRX
+1.6%
+96.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | -1.8% | -3.7% | +1.9% | -0.9% |
| 30D | -7.8% | -9.3% | +1.5% | -5.5% |
| 3M | -7.9% | -21.8% | +13.9% | -3.3% |
| 6M | +6.3% | -22.0% | +28.3% | +11.0% |
| YTD | +38.2% | +11.9% | +26.2% | +30.9% |
| 1Y | +19.8% | +11.6% | +8.2% | +13.0% |
| All | +97.7% | +1.6% | +96.1% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling