+4,418.4%
IRM vs RBA
+4,003.4%
+415.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | -8.6% | +4.3% | -12.9% | -9.4% |
| 30D | -8.0% | +16.3% | -24.3% | -11.0% |
| 3M | -12.0% | +1.3% | -13.3% | -12.5% |
| 6M | -18.2% | -11.1% | -7.1% | -16.8% |
| YTD | +31.4% | -8.5% | +39.8% | +31.9% |
| 1Y | +9.2% | -2.1% | +11.3% | +8.1% |
| 3Y | +94.6% | +44.6% | +50.0% | +75.5% |
| 5Y | +170.2% | +36.8% | +133.3% | +141.9% |
| 10Y | +464.3% | +227.3% | +237.0% | +307.2% |
| All | +4,418.4% | +4,003.4% | +415.0% | +2,258.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling