+4,818.8%
IRM vs RBA
+3,565.6%
+1,253.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -0.5% | -2.9% | +2.5% | +0.2% |
| 30D | -8.1% | -12.3% | +4.2% | -5.6% |
| 3M | -9.7% | -20.5% | +10.9% | -5.8% |
| 6M | +10.0% | -18.5% | +28.5% | +14.0% |
| YTD | +43.0% | -18.2% | +61.2% | +47.3% |
| 1Y | +32.7% | -27.5% | +60.2% | +40.2% |
| 3Y | +102.7% | +38.1% | +64.6% | +84.9% |
| 5Y | +187.6% | +44.8% | +142.8% | +154.5% |
| 10Y | +420.1% | +187.1% | +233.0% | +286.3% |
| All | +4,818.8% | +3,565.6% | +1,253.2% | +2,534.3% |
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