-99.9%
DFNS vs IRM
+457.8%
-557.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -1.1% |
| 7D | +0.8% | +1.6% | -0.8% | +1.4% |
| 30D | -73.2% | -4.2% | -69.0% | -74.0% |
| 3M | -72.4% | -5.4% | -67.1% | -73.8% |
| 6M | -95.2% | +12.0% | -107.2% | -95.1% |
| YTD | -98.0% | +42.0% | -140.0% | -97.6% |
| 1Y | -98.3% | +29.9% | -128.1% | -98.1% |
| 3Y | -99.9% | +104.4% | -204.2% | -99.9% |
| 5Y | -99.9% | +191.0% | -290.9% | -99.9% |
| All | -99.9% | +457.8% | -557.7% | -99.8% |
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