+94.6%
IRM vs RBA
+42.3%
+52.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | -8.6% | +4.3% | -12.9% | -9.3% |
| 30D | -8.0% | +16.3% | -24.3% | -10.4% |
| 3M | -12.0% | +1.3% | -13.3% | -12.3% |
| 6M | -18.2% | -11.1% | -7.1% | -16.9% |
| YTD | +31.4% | -8.5% | +39.8% | +30.7% |
| 1Y | +9.2% | -2.1% | +11.3% | +6.5% |
| 3Y | +94.6% | +44.6% | +50.0% | +72.7% |
| All | +94.6% | +42.3% | +52.3% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling