-5.7%
RMD vs IRM
+181.9%
-187.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.1% | -5.1% | +8.2% | +4.2% |
| 30D | +1.8% | -3.3% | +5.0% | +2.3% |
| 3M | +6.7% | -8.2% | +14.9% | +8.3% |
| 6M | +13.9% | -12.8% | +26.6% | +16.7% |
| YTD | -2.0% | +36.6% | -38.6% | -12.8% |
| 1Y | -5.4% | +11.9% | -17.3% | -10.7% |
| 3Y | +67.4% | +105.1% | -37.7% | +24.1% |
| 5Y | -5.7% | +182.4% | -188.1% | -38.2% |
| All | -5.7% | +181.9% | -187.6% | -38.2% |
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