+432.4%
DINO vs IRM
+520.0%
-87.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.3% |
| 7D | +5.7% | +6.8% | -1.1% | +3.2% |
| 30D | -19.6% | +2.6% | -22.2% | -20.5% |
| 3M | +11.8% | -9.5% | +21.3% | +15.2% |
| 6M | +49.0% | -8.5% | +57.4% | +51.9% |
| YTD | +128.1% | +40.3% | +87.8% | +94.4% |
| 1Y | +96.3% | +28.7% | +67.6% | +72.9% |
| 3Y | +113.8% | +111.8% | +2.0% | +45.2% |
| 5Y | +252.7% | +189.1% | +63.6% | +98.0% |
| All | +432.4% | +520.0% | -87.6% | +80.2% |
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