+0.1%
DOW vs IRM
+380.7%
-380.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +5.2% | +6.8% | -1.6% | +2.3% |
| 30D | +13.2% | +2.6% | +10.6% | +11.3% |
| 3M | +10.1% | -9.5% | +19.6% | +13.6% |
| 6M | -13.1% | -8.5% | -4.6% | -11.6% |
| YTD | +46.1% | +40.3% | +5.8% | +19.2% |
| 1Y | +50.0% | +28.7% | +21.3% | +27.6% |
| 3Y | -20.2% | +111.8% | -132.1% | -50.3% |
| 5Y | -27.7% | +189.1% | -216.8% | -63.7% |
| All | +0.1% | +380.7% | -380.6% | -66.1% |
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