+13.2%
IRM vs RVTY
+71.7%
-58.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -5.1% | -2.7% | -2.4% | -4.5% |
| 30D | -3.3% | +3.2% | -6.5% | -3.8% |
| 3M | -8.2% | +37.2% | -45.4% | -13.5% |
| 6M | -12.8% | +57.7% | -70.5% | -20.7% |
| YTD | +36.6% | +64.8% | -28.2% | +17.0% |
| All | +13.2% | +71.7% | -58.5% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling