+98.2%
DD vs IRM
+520.0%
-421.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +5.0% | +6.8% | -1.8% | +2.1% |
| 30D | +19.7% | +2.6% | +17.1% | +18.1% |
| 3M | +7.2% | -9.5% | +16.7% | +11.2% |
| 6M | +1.0% | -8.5% | +9.5% | +4.0% |
| YTD | +29.1% | +40.3% | -11.2% | +9.7% |
| 1Y | +28.5% | +28.7% | -0.2% | +13.1% |
| 3Y | +89.4% | +111.8% | -22.4% | +29.1% |
| 5Y | +67.1% | +189.1% | -122.0% | -3.3% |
| All | +98.2% | +520.0% | -421.8% | -18.8% |
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 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