-100.0%
DFNS vs IRM
+436.9%
-536.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -1.3% |
| 7D | -42.8% | -3.8% | -39.1% | -44.0% |
| 30D | -67.6% | -3.2% | -64.4% | -68.0% |
| 3M | -94.9% | -7.8% | -87.1% | -95.1% |
| 6M | -96.7% | -12.7% | -84.0% | -97.0% |
| YTD | -99.6% | +36.7% | -136.3% | -99.5% |
| 1Y | -99.7% | +10.0% | -109.8% | -99.7% |
| 3Y | -100.0% | +107.2% | -207.2% | -100.0% |
| 5Y | -100.0% | +181.6% | -281.5% | -100.0% |
| All | -100.0% | +436.9% | -536.8% | -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