+340.7%
RVMD vs IRM
+22.0%
+318.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.7% |
| 7D | -3.0% | -1.4% | -1.5% | -2.4% |
| 30D | -0.7% | -7.4% | +6.7% | +2.6% |
| 3M | +36.5% | -7.4% | +43.9% | +40.7% |
| 6M | +104.6% | +8.7% | +95.9% | +96.6% |
| YTD | +155.8% | +40.9% | +114.9% | +124.4% |
| 1Y | +340.7% | +20.5% | +320.2% | +287.3% |
| All | +340.7% | +22.0% | +318.6% | +287.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling