-20.1%
RKT vs IRM
+397.1%
-417.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.9% |
| 7D | -3.8% | -5.3% | +1.5% | -1.4% |
| 30D | +32.8% | -2.3% | +35.2% | +33.5% |
| 3M | +0.8% | -7.4% | +8.3% | +3.9% |
| 6M | -2.6% | -12.2% | +9.6% | +3.1% |
| YTD | -25.4% | +38.6% | -64.1% | -40.1% |
| 1Y | -19.1% | +14.9% | -34.0% | -27.5% |
| 3Y | +83.2% | +108.2% | -25.0% | +3.2% |
| 5Y | +0.8% | +183.8% | -183.0% | -52.4% |
| All | -20.1% | +397.1% | -417.2% | -73.1% |
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 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