+851.5%
DE vs IRM
+440.8%
+410.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.0% |
| 7D | -2.6% | -1.4% | -1.1% | -2.1% |
| 30D | +9.0% | -7.4% | +16.4% | +11.7% |
| 3M | +19.1% | -7.4% | +26.5% | +21.7% |
| 6M | +14.4% | +8.7% | +5.7% | +10.0% |
| YTD | +45.9% | +40.9% | +5.0% | +27.7% |
| 1Y | +43.6% | +20.5% | +23.1% | +31.9% |
| 3Y | +75.9% | +101.7% | -25.8% | +28.3% |
| 5Y | +98.8% | +197.7% | -98.9% | +22.0% |
| All | +851.5% | +440.8% | +410.7% | +345.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling