+503.6%
IRM vs RVTY
+221.3%
+282.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -5.1% | -2.7% | -2.4% | -4.2% |
| 30D | -3.3% | +3.2% | -6.5% | -4.1% |
| 3M | -8.2% | +37.2% | -45.4% | -16.4% |
| 6M | -12.8% | +57.7% | -70.5% | -24.2% |
| YTD | +36.6% | +64.8% | -28.2% | +16.0% |
| 1Y | +11.9% | +72.8% | -60.9% | -6.3% |
| 3Y | +105.1% | +89.8% | +15.3% | +62.7% |
| 5Y | +182.4% | -8.4% | +190.8% | +170.5% |
| All | +503.6% | +221.3% | +282.3% | +277.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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