+47.0%
DD vs IRM
+101.2%
-54.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -0.6% | +1.6% | -2.2% | -1.2% |
| 30D | -7.4% | -4.2% | -3.2% | -6.0% |
| 3M | -6.4% | -5.4% | -1.1% | -4.8% |
| 6M | -2.5% | +12.0% | -14.5% | -7.1% |
| YTD | +10.2% | +42.0% | -31.8% | -4.6% |
| 1Y | +36.9% | +29.9% | +7.1% | +21.6% |
| 3Y | +47.0% | +104.4% | -57.3% | +4.4% |
| All | +47.0% | +101.2% | -54.2% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling