-6.1%
RDW vs IRM
+197.3%
-203.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -3.8% |
| 7D | +0.9% | -1.4% | +2.3% | +1.8% |
| 30D | -21.3% | -7.4% | -13.9% | -16.8% |
| 3M | -37.9% | -7.4% | -30.5% | -35.2% |
| 6M | +12.3% | +8.7% | +3.6% | +5.6% |
| YTD | +39.7% | +40.9% | -1.2% | +6.8% |
| 1Y | +25.7% | +20.5% | +5.2% | +8.7% |
| 3Y | +230.8% | +101.7% | +129.1% | +97.1% |
| All | -6.1% | +197.3% | -203.4% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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