+342.7%
RMD vs IRM
+514.0%
-171.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | -0.8% | -5.3% | +4.4% | +0.4% |
| 30D | +1.7% | -2.3% | +4.0% | +2.0% |
| 3M | +6.4% | -7.4% | +13.8% | +8.0% |
| 6M | +20.7% | -12.2% | +32.9% | +23.9% |
| YTD | -0.2% | +38.6% | -38.8% | -11.8% |
| 1Y | -4.5% | +14.9% | -19.4% | -10.7% |
| 3Y | +70.5% | +108.2% | -37.6% | +27.8% |
| 5Y | -1.6% | +183.8% | -185.5% | -34.7% |
| 10Y | +342.7% | +512.6% | -169.9% | +120.9% |
| All | +342.7% | +514.0% | -171.3% | +120.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling