+31.9%
DIS vs IRM
+520.0%
-488.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.9% |
| 7D | +1.9% | +6.8% | -4.9% | -0.2% |
| 30D | +9.2% | +2.6% | +6.5% | +7.9% |
| 3M | +13.5% | -9.5% | +23.0% | +16.3% |
| 6M | +14.3% | -8.5% | +22.8% | +16.1% |
| YTD | +5.4% | +40.3% | -34.9% | -8.3% |
| 1Y | +12.2% | +28.7% | -16.5% | +0.4% |
| 3Y | +37.2% | +111.8% | -74.6% | -0.9% |
| 5Y | -23.1% | +189.1% | -212.2% | -51.1% |
| All | +31.9% | +520.0% | -488.1% | -38.4% |
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