+102.6%
IRM vs RBA
+32.9%
+69.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -0.5% | -2.9% | +2.5% | +0.1% |
| 30D | -8.1% | -12.3% | +4.2% | -5.7% |
| 3M | -9.7% | -20.5% | +10.9% | -6.2% |
| 6M | +10.0% | -18.5% | +28.5% | +13.4% |
| YTD | +43.0% | -18.2% | +61.2% | +45.5% |
| 1Y | +32.7% | -27.5% | +60.2% | +39.7% |
| All | +102.6% | +32.9% | +69.7% | +77.7% |
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