+10,042.6%
IRM vs RRX
+1,396.4%
+8,646.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -0.5% | +3.4% | -3.9% | -1.5% |
| 30D | -8.1% | -11.1% | +3.0% | -4.8% |
| 3M | -9.7% | -23.7% | +14.1% | -3.4% |
| 6M | +10.0% | -22.0% | +32.0% | +15.9% |
| YTD | +43.0% | +16.5% | +26.5% | +32.7% |
| 1Y | +32.7% | +11.5% | +21.2% | +24.0% |
| 3Y | +102.7% | +1.5% | +101.2% | +86.4% |
| 5Y | +187.6% | +18.3% | +169.3% | +147.3% |
| 10Y | +420.1% | +209.8% | +210.3% | +219.5% |
| All | +10,042.6% | +1,396.4% | +8,646.2% | +4,048.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling