+686.7%
DIS vs IRM
+9,515.1%
-8,828.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +4.4% | -5.1% | +9.5% | +5.8% |
| 30D | +10.3% | -3.3% | +13.6% | +11.1% |
| 3M | +15.5% | -8.2% | +23.7% | +17.6% |
| 6M | +11.2% | -12.8% | +24.0% | +14.4% |
| YTD | +5.6% | +36.6% | -31.0% | -5.5% |
| 1Y | +7.7% | +11.9% | -4.2% | +2.2% |
| 3Y | +39.3% | +105.1% | -65.8% | +8.0% |
| 5Y | -29.5% | +182.4% | -211.9% | -50.8% |
| 10Y | +36.3% | +505.1% | -468.9% | -26.7% |
| All | +686.7% | +9,515.1% | -8,828.3% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling