+22.0%
DIS vs IRM
+409.6%
-387.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -2.2% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +3.5% | -8.1% | +11.6% | +6.0% |
| 3M | +6.8% | -9.7% | +16.5% | +9.6% |
| 6M | +3.0% | +10.0% | -7.0% | -1.5% |
| YTD | -6.7% | +43.0% | -49.7% | -18.7% |
| 1Y | -10.1% | +32.7% | -42.8% | -20.0% |
| 3Y | +33.0% | +102.7% | -69.7% | -1.2% |
| 5Y | -40.0% | +187.6% | -227.6% | -61.2% |
| All | +22.0% | +409.6% | -387.6% | -39.7% |
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