+76.3%
DE vs IRM
+102.2%
-26.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -3.0% | +3.0% | -6.1% | -3.8% |
| 30D | +11.1% | -5.2% | +16.4% | +12.5% |
| 3M | +17.6% | -8.0% | +25.6% | +19.8% |
| 6M | +13.6% | +9.2% | +4.4% | +10.2% |
| YTD | +46.3% | +41.0% | +5.3% | +32.9% |
| 1Y | +44.2% | +23.3% | +20.9% | +34.9% |
| All | +76.3% | +102.2% | -26.0% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling