+583.5%
RVMD vs IRM
+186.9%
+396.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.0% |
| 7D | -3.6% | -1.8% | -1.8% | -2.6% |
| 30D | -1.1% | -7.8% | +6.7% | +3.2% |
| 3M | +41.0% | -7.9% | +48.9% | +46.7% |
| 6M | +105.7% | +6.3% | +99.4% | +97.3% |
| YTD | +155.3% | +38.2% | +117.2% | +111.4% |
| 1Y | +402.7% | +19.8% | +382.9% | +344.7% |
| 3Y | +533.1% | +98.8% | +434.3% | +272.4% |
| 5Y | +583.5% | +191.8% | +391.8% | +200.0% |
| All | +583.5% | +186.9% | +396.6% | +200.0% |
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