-34.6%
DOW vs IRM
+101.2%
-135.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -2.9% | +1.6% | -4.6% | -3.4% |
| 30D | +2.0% | -4.2% | +6.1% | +3.0% |
| 3M | -12.5% | -5.4% | -7.2% | -11.8% |
| 6M | -9.2% | +12.0% | -21.2% | -14.1% |
| YTD | +30.8% | +42.0% | -11.3% | +12.3% |
| 1Y | +29.4% | +29.9% | -0.5% | +14.0% |
| 3Y | -34.6% | +104.4% | -138.9% | -56.9% |
| All | -34.6% | +101.2% | -135.8% | -56.9% |
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 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