+112.2%
DT vs IRM
+443.4%
-331.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.9% |
| 7D | -0.5% | +3.0% | -3.6% | -1.5% |
| 30D | +0.1% | -5.2% | +5.3% | +1.7% |
| 3M | +24.1% | -8.0% | +32.1% | +27.1% |
| 6M | +30.1% | +9.2% | +21.0% | +24.7% |
| YTD | +16.8% | +41.0% | -24.2% | +1.7% |
| 1Y | -0.1% | +23.3% | -23.3% | -9.1% |
| 3Y | +6.8% | +102.8% | -96.0% | -22.5% |
| 5Y | -28.4% | +192.8% | -221.2% | -55.0% |
| All | +112.2% | +443.4% | -331.3% | -5.8% |
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 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