+72.1%
DD vs IRM
+181.9%
-109.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.2% | -5.1% | +7.3% | +4.2% |
| 30D | +20.7% | -3.3% | +23.9% | +22.0% |
| 3M | +11.3% | -8.2% | +19.5% | +14.6% |
| 6M | +6.0% | -12.8% | +18.7% | +11.0% |
| YTD | +31.7% | +36.6% | -4.9% | +14.3% |
| 1Y | +32.2% | +11.9% | +20.3% | +24.2% |
| 3Y | +92.7% | +105.1% | -12.4% | +34.5% |
| 5Y | +72.1% | +182.4% | -110.3% | +3.4% |
| All | +72.1% | +181.9% | -109.7% | +3.4% |
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 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