+420.8%
RSG vs IRM
+440.8%
-20.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.3% |
| 7D | 0.0% | -1.4% | +1.5% | +0.3% |
| 30D | +4.0% | -7.4% | +11.3% | +5.7% |
| 3M | +7.4% | -7.4% | +14.7% | +8.8% |
| 6M | +0.1% | +8.7% | -8.6% | -3.1% |
| YTD | +6.0% | +40.9% | -34.9% | -4.5% |
| 1Y | -3.0% | +20.5% | -23.5% | -9.3% |
| 3Y | +56.5% | +101.7% | -45.2% | +22.3% |
| 5Y | +90.9% | +197.7% | -106.7% | +29.6% |
| All | +420.8% | +440.8% | -20.0% | +179.1% |
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