+29.9%
IRM vs RBA
-28.4%
+58.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | +1.6% | -1.1% | +2.7% | +1.7% |
| 30D | -4.2% | -13.2% | +9.0% | -3.6% |
| 3M | -5.4% | -21.4% | +16.0% | -4.9% |
| 6M | +12.0% | -20.9% | +32.9% | +12.0% |
| YTD | +42.0% | -19.9% | +61.9% | +37.7% |
| 1Y | +29.9% | -28.7% | +58.5% | +27.6% |
| All | +29.9% | -28.4% | +58.3% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling