+353.1%
RMD vs IRM
+524.5%
-171.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.4% |
| 7D | -0.2% | +8.6% | -8.8% | -2.5% |
| 30D | +1.6% | 0.0% | +1.7% | +1.3% |
| 3M | +6.0% | -7.1% | +13.2% | +7.6% |
| 6M | +17.9% | -7.9% | +25.8% | +19.4% |
| YTD | 0.0% | +41.3% | -41.3% | -12.2% |
| 1Y | -4.5% | +20.7% | -25.3% | -12.1% |
| 3Y | +70.8% | +112.2% | -41.4% | +27.3% |
| 5Y | -2.0% | +191.2% | -193.3% | -35.5% |
| All | +353.1% | +524.5% | -171.4% | +124.7% |
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