+9,595.7%
IRM vs RVTY
+1,915.2%
+7,680.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.4% | +3.3% |
| 7D | -3.8% | +6.0% | -9.8% | -4.9% |
| 30D | -3.2% | +4.3% | -7.5% | -4.0% |
| 3M | -7.8% | +40.2% | -48.0% | -14.4% |
| 6M | -12.7% | +59.3% | -72.0% | -21.4% |
| YTD | +36.7% | +66.5% | -29.8% | +21.3% |
| 1Y | +10.0% | +77.5% | -67.4% | -3.7% |
| 3Y | +107.2% | +92.5% | +14.8% | +76.0% |
| 5Y | +181.6% | -6.8% | +188.4% | +173.3% |
| 10Y | +481.1% | +225.4% | +255.8% | +331.9% |
| All | +9,595.7% | +1,915.2% | +7,680.6% | +5,402.2% |
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