+517.3%
IRM vs RBA
+207.2%
+310.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.9% |
| 7D | +6.8% | +1.7% | +5.0% | +6.3% |
| 30D | +2.6% | +8.3% | -5.7% | +0.5% |
| 3M | -9.5% | +10.5% | -20.0% | -11.9% |
| 6M | -8.5% | -5.9% | -2.6% | -8.1% |
| YTD | +40.3% | -6.9% | +47.1% | +40.1% |
| 1Y | +28.7% | -4.9% | +33.5% | +27.8% |
| 3Y | +111.8% | +64.5% | +47.4% | +80.8% |
| 5Y | +189.1% | +46.1% | +143.0% | +148.2% |
| All | +517.3% | +207.2% | +310.1% | +297.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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