+496.2%
RVMD vs IRM
+389.9%
+106.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | -10.4% | +6.8% | -17.2% | -13.3% |
| 30D | -11.0% | +2.6% | -13.6% | -12.0% |
| 3M | -14.7% | -9.5% | -5.2% | -10.6% |
| 6M | +14.9% | -8.5% | +23.4% | +19.3% |
| YTD | +116.3% | +40.3% | +76.0% | +80.8% |
| 1Y | +167.6% | +28.7% | +138.9% | +132.7% |
| 3Y | +776.8% | +111.8% | +665.0% | +455.1% |
| 5Y | +424.8% | +189.1% | +235.7% | +184.2% |
| All | +496.2% | +389.9% | +106.3% | +154.7% |
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