+1,984.4%
RSG vs IRM
+3,587.0%
-1,602.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.7% | +1.6% | -2.4% | -1.1% |
| 30D | +3.3% | -4.2% | +7.5% | +4.2% |
| 3M | +8.5% | -5.4% | +13.8% | +9.4% |
| 6M | -3.5% | +12.0% | -15.5% | -7.2% |
| YTD | +5.5% | +42.0% | -36.6% | -4.7% |
| 1Y | -1.7% | +29.9% | -31.6% | -9.7% |
| 3Y | +56.9% | +104.4% | -47.5% | +25.5% |
| 5Y | +89.4% | +191.0% | -101.6% | +36.0% |
| 10Y | +412.5% | +417.1% | -4.6% | +205.2% |
| All | +1,984.4% | +3,587.0% | -1,602.6% | +672.7% |
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