-22.5%
DIS vs IRM
+187.5%
-210.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.8% |
| 7D | +1.9% | +6.8% | -4.9% | 0.0% |
| 30D | +9.2% | +2.6% | +6.5% | +8.0% |
| 3M | +13.5% | -9.5% | +23.0% | +16.2% |
| 6M | +14.3% | -8.5% | +22.8% | +16.0% |
| 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% | -4.6% |
| All | -22.5% | +187.5% | -210.0% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling