-22.2%
RMD vs IRM
+192.5%
-214.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -4.5% | +1.6% | -6.1% | -4.9% |
| 30D | +4.6% | -4.2% | +8.8% | +5.5% |
| 3M | +14.8% | -5.4% | +20.1% | +15.7% |
| 6M | -12.1% | +12.0% | -24.1% | -15.9% |
| YTD | -7.5% | +42.0% | -49.5% | -18.1% |
| 1Y | -20.1% | +29.9% | -49.9% | -27.6% |
| 3Y | +53.9% | +104.4% | -50.5% | +15.4% |
| 5Y | -22.2% | +191.0% | -213.2% | -50.8% |
| All | -22.2% | +192.5% | -214.7% | -50.8% |
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