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  • DE vs IRM✓SelectedUSD · IRMDE vs IRM performance historyLatest closeAs of-0.13%09/04
Stock and ETF performance explorer

DE vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+47.9%
IRM return
+34.4%
Excess return
+13.5%
Maximum drawdown
-19.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
1D-0.1%+1.6%-1.8%-0.4%
7D+10.0%-0.5%+10.5%+10.1%
30D+13.3%-8.1%+21.4%+15.2%
3M+17.5%-9.7%+27.2%+19.7%
6M+13.6%+10.0%+3.6%+10.9%
YTD+49.8%+43.0%+6.8%+43.9%
1Y+47.9%+32.7%+15.2%+42.9%
All+47.9%+34.4%+13.5%+42.9%

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 1y: 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…

1y analysis · Full analysis span regression · 6 months rolling