-100.0%
DFNS vs IRM
+450.9%
-550.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.8% |
| 7D | -6.0% | +6.8% | -12.8% | -3.2% |
| 30D | -71.2% | +2.6% | -73.8% | -70.9% |
| 3M | -94.5% | -9.5% | -85.1% | -94.8% |
| 6M | -96.5% | -8.5% | -88.1% | -96.8% |
| YTD | -99.6% | +40.3% | -139.9% | -99.6% |
| 1Y | -99.7% | +28.7% | -128.4% | -99.7% |
| 3Y | -100.0% | +111.8% | -211.8% | -100.0% |
| 5Y | -100.0% | +189.1% | -289.1% | -100.0% |
| All | -100.0% | +450.9% | -550.9% | -100.0% |
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