+1,143.3%
RSP vs IRM
+1,643.7%
-500.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +0.8% |
| 7D | +0.4% | -3.8% | +4.2% | +1.6% |
| 30D | +3.7% | -3.2% | +6.9% | +4.6% |
| 3M | +0.8% | -7.8% | +8.6% | +3.1% |
| 6M | +9.1% | -12.7% | +21.8% | +13.4% |
| YTD | +16.7% | +36.7% | -20.0% | +1.8% |
| 1Y | +19.7% | +10.0% | +9.6% | +12.8% |
| 3Y | +66.7% | +107.2% | -40.5% | +19.9% |
| 5Y | +48.7% | +181.6% | -132.9% | -6.5% |
| 10Y | +215.6% | +481.1% | -265.6% | +42.9% |
| All | +1,143.3% | +1,643.7% | -500.4% | +249.8% |
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