+10,042.6%
IRM vs RVTY
+1,532.0%
+8,510.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | -8.1% | +13.2% | -21.3% | -10.5% |
| 3M | -9.7% | +27.2% | -36.9% | -14.4% |
| 6M | +10.0% | +32.4% | -22.4% | +3.0% |
| YTD | +43.0% | +34.9% | +8.1% | +32.9% |
| 1Y | +32.7% | +52.4% | -19.7% | +19.9% |
| 3Y | +102.7% | +12.3% | +90.4% | +92.1% |
| 5Y | +187.6% | -30.8% | +218.4% | +197.2% |
| 10Y | +420.1% | +150.7% | +269.4% | +308.5% |
| All | +10,042.6% | +1,532.0% | +8,510.6% | +5,928.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling