+271.5%
RMD vs IRM
+440.8%
-169.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.2% |
| 7D | -4.4% | -1.4% | -3.0% | -4.0% |
| 30D | -3.1% | -7.4% | +4.2% | -1.2% |
| 3M | +13.8% | -7.4% | +21.1% | +15.6% |
| 6M | -8.6% | +8.7% | -17.2% | -11.9% |
| YTD | -8.6% | +40.9% | -49.6% | -19.2% |
| 1Y | -19.7% | +20.5% | -40.2% | -25.7% |
| 3Y | +48.4% | +101.7% | -53.3% | +13.2% |
| 5Y | -22.7% | +197.7% | -220.4% | -49.0% |
| All | +271.5% | +440.8% | -169.3% | +91.5% |
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