+31,560.8%
RMD vs IRM
+9,964.6%
+21,596.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | +2.2% | -8.1% | +10.3% | +4.2% |
| 3M | +17.8% | -9.7% | +27.5% | +20.3% |
| 6M | -11.3% | +10.0% | -21.3% | -14.3% |
| YTD | -4.4% | +43.0% | -47.4% | -13.9% |
| 1Y | -15.7% | +32.7% | -48.4% | -22.9% |
| 3Y | +47.7% | +102.7% | -55.0% | +19.4% |
| 5Y | -19.2% | +187.6% | -206.8% | -41.1% |
| 10Y | +280.4% | +420.1% | -139.7% | +130.5% |
| All | +31,560.8% | +9,964.6% | +21,596.2% | +11,278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling