+677.3%
DD vs IRM
+9,964.6%
-9,287.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | -0.2% |
| 7D | -3.5% | -0.5% | -3.1% | -3.4% |
| 30D | -10.3% | -8.1% | -2.2% | -7.9% |
| 3M | -7.5% | -9.7% | +2.1% | -4.7% |
| 6M | -8.0% | +10.0% | -18.0% | -11.3% |
| YTD | +10.5% | +43.0% | -32.5% | -2.6% |
| 1Y | +38.3% | +32.7% | +5.6% | +24.3% |
| 3Y | +42.5% | +102.7% | -60.2% | +10.0% |
| 5Y | +60.2% | +187.6% | -127.4% | +9.1% |
| 10Y | +68.9% | +420.1% | -351.2% | -8.0% |
| All | +677.3% | +9,964.6% | -9,287.3% | +179.1% |
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