+813.8%
DD vs IRM
+9,844.9%
-9,031.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.2% |
| 7D | +6.7% | +8.6% | -1.9% | +3.9% |
| 30D | +19.4% | 0.0% | +19.4% | +19.2% |
| 3M | +7.6% | -7.1% | +14.8% | +9.9% |
| 6M | +2.9% | -7.9% | +10.8% | +5.1% |
| YTD | +29.9% | +41.3% | -11.4% | +14.6% |
| 1Y | +28.6% | +20.7% | +7.9% | +19.3% |
| 3Y | +90.0% | +112.2% | -22.2% | +44.3% |
| 5Y | +68.1% | +191.2% | -123.1% | +13.7% |
| 10Y | +98.7% | +524.3% | -425.6% | +2.8% |
| All | +813.8% | +9,844.9% | -9,031.1% | +228.5% |
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