-99.9%
DFNS vs IRM
+461.6%
-561.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +1.4% |
| 7D | -16.0% | -0.5% | -15.5% | -16.5% |
| 30D | -77.7% | -8.1% | -69.6% | -78.8% |
| 3M | -77.2% | -9.7% | -67.5% | -78.9% |
| 6M | -95.2% | +10.0% | -105.2% | -95.1% |
| YTD | -98.0% | +43.0% | -141.0% | -97.6% |
| 1Y | -98.3% | +32.7% | -130.9% | -98.0% |
| 3Y | -99.9% | +102.7% | -202.6% | -99.9% |
| 5Y | -99.9% | +187.6% | -287.4% | -99.9% |
| All | -99.9% | +461.6% | -561.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling