+33.8%
DIS vs IRM
+103.0%
-69.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -2.1% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +3.5% | -8.1% | +11.6% | +5.2% |
| 3M | +6.8% | -9.7% | +16.5% | +8.9% |
| 6M | +3.0% | +10.0% | -7.0% | -0.6% |
| YTD | -6.7% | +43.0% | -49.7% | -16.3% |
| 1Y | -10.1% | +32.7% | -42.8% | -18.1% |
| All | +33.8% | +103.0% | -69.2% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling