+342.5%
RCL vs IRM
+418.7%
-76.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | -2.2% | +3.0% | -5.2% | -4.1% |
| 30D | -15.7% | -5.2% | -10.4% | -13.1% |
| 3M | -8.0% | -8.0% | +0.1% | -3.7% |
| 6M | -10.1% | +9.2% | -19.3% | -16.1% |
| YTD | -5.9% | +41.0% | -46.9% | -26.0% |
| 1Y | -23.5% | +23.3% | -46.7% | -35.0% |
| 3Y | +174.4% | +102.8% | +71.5% | +55.8% |
| 5Y | +227.1% | +192.8% | +34.4% | +40.1% |
| 10Y | +342.5% | +439.6% | -97.1% | +17.8% |
| All | +342.5% | +418.7% | -76.2% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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