+193.5%
IRM vs RBA
+45.3%
+148.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 3M | -9.7% | -20.5% | +10.9% | -6.1% |
| 6M | +10.0% | -18.5% | +28.5% | +13.6% |
| YTD | +43.0% | -18.2% | +61.2% | +46.5% |
| 1Y | +32.7% | -27.5% | +60.2% | +39.6% |
| 3Y | +102.7% | +38.1% | +64.6% | +83.8% |
| All | +193.5% | +45.3% | +148.2% | +159.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling