-35.9%
DOW vs IRM
+190.5%
-226.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.3% |
| 7D | -6.0% | +3.0% | -9.0% | -6.9% |
| 30D | -2.7% | -5.2% | +2.5% | -1.3% |
| 3M | -10.5% | -8.0% | -2.4% | -8.7% |
| 6M | -12.4% | +9.2% | -21.6% | -16.5% |
| YTD | +30.0% | +41.0% | -11.0% | +12.2% |
| 1Y | +27.8% | +23.3% | +4.6% | +15.3% |
| 3Y | -34.9% | +102.8% | -137.8% | -53.2% |
| 5Y | -35.9% | +192.8% | -228.7% | -59.5% |
| All | -35.9% | +190.5% | -226.4% | -59.5% |
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