+819.2%
DD vs IRM
+9,658.3%
-8,839.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | +3.2% | -5.3% | +8.5% | +5.0% |
| 30D | +20.3% | -2.3% | +22.6% | +21.0% |
| 3M | +8.2% | -7.4% | +15.6% | +10.6% |
| 6M | +3.4% | -12.2% | +15.6% | +7.3% |
| YTD | +30.6% | +38.6% | -8.0% | +16.0% |
| 1Y | +30.6% | +14.9% | +15.8% | +23.2% |
| 3Y | +91.1% | +108.2% | -17.1% | +46.1% |
| 5Y | +68.6% | +183.8% | -115.2% | +15.0% |
| 10Y | +99.9% | +512.6% | -412.7% | +4.0% |
| All | +819.2% | +9,658.3% | -8,839.1% | +232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling