+417.1%
IRM vs RBA
+182.6%
+234.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.2% |
| 7D | +1.6% | -1.1% | +2.7% | +1.9% |
| 30D | -4.2% | -13.2% | +9.0% | -1.0% |
| 3M | -5.4% | -21.4% | +16.0% | -0.5% |
| 6M | +12.0% | -20.9% | +32.9% | +17.4% |
| YTD | +42.0% | -19.9% | +61.9% | +47.4% |
| 1Y | +29.9% | -28.7% | +58.5% | +38.7% |
| 3Y | +104.4% | +27.4% | +76.9% | +85.8% |
| 5Y | +191.0% | +41.7% | +149.3% | +150.6% |
| 10Y | +417.1% | +189.6% | +227.5% | +234.9% |
| All | +417.1% | +182.6% | +234.6% | +234.9% |
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