+4.4%
RDW vs IRM
+395.1%
-390.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.9% |
| 7D | +4.8% | -1.8% | +6.6% | +6.0% |
| 30D | -19.5% | -7.8% | -11.8% | -15.3% |
| 3M | -26.9% | -7.9% | -19.0% | -23.8% |
| 6M | +17.8% | +6.3% | +11.4% | +13.6% |
| YTD | +43.0% | +38.2% | +4.9% | +15.6% |
| 1Y | +32.1% | +19.8% | +12.3% | +17.6% |
| 3Y | +250.6% | +98.8% | +151.9% | +137.5% |
| 5Y | -6.6% | +191.8% | -198.4% | -45.0% |
| All | +4.4% | +395.1% | -390.7% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling