+34.2%
DIS vs IRM
+456.9%
-422.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +5.2% | -8.6% | +13.8% | +8.0% |
| 30D | +11.5% | -8.0% | +19.4% | +14.0% |
| 3M | +11.5% | -12.0% | +23.5% | +15.3% |
| 6M | +8.9% | -18.2% | +27.0% | +14.6% |
| YTD | +3.4% | +31.4% | -28.0% | -8.0% |
| 1Y | +7.2% | +9.2% | -2.0% | +1.4% |
| 3Y | +43.3% | +94.6% | -51.3% | +6.6% |
| 5Y | -31.4% | +170.2% | -201.6% | -55.4% |
| All | +34.2% | +456.9% | -422.7% | -34.9% |
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