+191.0%
IRM vs RVTY
-32.1%
+223.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.1% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | -4.2% | +10.8% | -15.0% | -7.3% |
| 3M | -5.4% | +26.8% | -32.1% | -12.7% |
| 6M | +12.0% | +39.3% | -27.3% | -0.3% |
| YTD | +42.0% | +31.6% | +10.4% | +27.8% |
| 1Y | +29.9% | +47.7% | -17.8% | +12.0% |
| 3Y | +104.4% | +19.9% | +84.4% | +82.5% |
| 5Y | +191.0% | -32.3% | +223.4% | +203.4% |
| All | +191.0% | -32.1% | +223.1% | +203.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling