-13.9%
DT vs IRM
+109.6%
-123.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | -5.4% | -5.3% | -0.2% | -4.3% |
| 30D | -32.2% | -2.3% | -29.9% | -31.9% |
| 3M | -10.9% | -7.4% | -3.5% | -9.7% |
| 6M | +10.0% | -12.2% | +22.2% | +12.6% |
| YTD | +2.1% | +38.6% | -36.6% | -7.8% |
| 1Y | -5.5% | +14.9% | -20.4% | -10.3% |
| All | -13.9% | +109.6% | -123.5% | -35.1% |
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