+239.6%
RCL vs IRM
+194.5%
+45.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -1.0% |
| 7D | -5.1% | -0.5% | -4.6% | -4.9% |
| 30D | -19.0% | -8.1% | -10.9% | -15.4% |
| 3M | -9.6% | -9.7% | +0.1% | -4.9% |
| 6M | -6.7% | +10.0% | -16.7% | -12.4% |
| YTD | -3.9% | +43.0% | -46.9% | -22.7% |
| 1Y | -25.1% | +32.7% | -57.8% | -37.8% |
| 3Y | +179.1% | +102.7% | +76.4% | +62.2% |
| All | +239.6% | +194.5% | +45.2% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling