-3.0%
RSG vs IRM
+22.0%
-25.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.9% |
| 7D | 0.0% | -1.4% | +1.5% | -0.1% |
| 30D | +4.0% | -7.4% | +11.3% | +3.4% |
| 3M | +7.4% | -7.4% | +14.7% | +6.9% |
| 6M | +0.1% | +8.7% | -8.6% | -0.5% |
| YTD | +6.0% | +40.9% | -34.9% | +5.0% |
| 1Y | -3.0% | +20.5% | -23.5% | -4.1% |
| All | -3.0% | +22.0% | -25.0% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling