-10.8%
DOW vs IRM
+390.1%
-400.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.7% | -3.8% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | +0.4% | -8.1% | +8.5% | +3.8% |
| 3M | -14.4% | -9.7% | -4.7% | -11.4% |
| 6M | -7.0% | +10.0% | -17.0% | -13.0% |
| YTD | +30.2% | +43.0% | -12.8% | +6.4% |
| 1Y | +29.2% | +32.7% | -3.5% | +8.5% |
| 3Y | -36.7% | +102.7% | -139.4% | -59.3% |
| 5Y | -37.7% | +187.6% | -225.3% | -68.2% |
| All | -10.8% | +390.1% | -400.9% | -69.8% |
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