-100.0%
DFNS vs IRM
+90.1%
-190.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.0% | -13.2% | -11.5% |
| 7D | -44.0% | -8.6% | -35.4% | -48.8% |
| 30D | -69.1% | -8.0% | -61.2% | -71.4% |
| 3M | -95.6% | -12.0% | -83.6% | -96.2% |
| 6M | -96.2% | -18.2% | -78.0% | -97.1% |
| YTD | -99.6% | +31.4% | -131.0% | -99.5% |
| 1Y | -99.7% | +9.2% | -108.9% | -99.8% |
| 3Y | -100.0% | +94.6% | -194.6% | -100.0% |
| All | -100.0% | +90.1% | -190.0% | -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 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