-95.6%
DFNS vs IRM
-15.6%
-80.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.0% | -13.2% | -13.1% |
| 7D | -44.0% | -8.6% | -35.4% | -38.3% |
| 30D | -69.1% | -8.0% | -61.2% | -66.3% |
| 3M | -95.6% | -12.0% | -83.6% | -94.8% |
| All | -95.6% | -15.6% | -80.0% | -94.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling