+4,460.4%
RCL vs IRM
+9,521.2%
-5,060.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.1% | +1.0% |
| 7D | +5.0% | -3.8% | +8.7% | +6.7% |
| 30D | +19.4% | -3.2% | +22.6% | +21.0% |
| 3M | +5.9% | -7.8% | +13.7% | +9.6% |
| 6M | +23.8% | -12.7% | +36.5% | +31.4% |
| YTD | +22.8% | +36.7% | -13.9% | +3.4% |
| 1Y | +34.3% | +10.0% | +24.2% | +25.5% |
| 3Y | +276.4% | +107.2% | +169.2% | +148.9% |
| 5Y | +281.6% | +181.6% | +100.0% | +115.4% |
| 10Y | +379.0% | +481.1% | -102.1% | +90.3% |
| All | +4,460.4% | +9,521.2% | -5,060.7% | +772.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling