-83.9%
RIVN vs IRM
+193.1%
-277.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.1% |
| 7D | +4.1% | +1.6% | +2.5% | +3.0% |
| 30D | +1.1% | -4.2% | +5.2% | +3.2% |
| 3M | -4.0% | -5.4% | +1.4% | -2.0% |
| 6M | +5.2% | +12.0% | -6.8% | -3.9% |
| YTD | -18.0% | +42.0% | -60.0% | -35.8% |
| 1Y | +15.6% | +29.9% | -14.3% | -6.4% |
| 3Y | -30.0% | +104.4% | -134.4% | -64.3% |
| All | -83.9% | +193.1% | -277.0% | -94.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling