-21.4%
DOW vs IRM
+109.6%
-131.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.0% |
| 7D | -0.5% | -5.3% | +4.8% | +0.6% |
| 30D | +15.7% | -2.3% | +18.0% | +16.0% |
| 3M | +5.3% | -7.4% | +12.7% | +6.8% |
| 6M | -14.2% | -12.2% | -2.0% | -12.1% |
| YTD | +43.9% | +38.6% | +5.3% | +24.0% |
| 1Y | +53.1% | +14.9% | +38.2% | +41.2% |
| All | -21.4% | +109.6% | -131.1% | -49.6% |
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