-36.6%
DT vs IRM
+187.5%
-224.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +3.1% | +6.8% | -3.7% | +0.7% |
| 30D | -29.5% | +2.6% | -32.1% | -30.3% |
| 3M | -11.7% | -9.5% | -2.3% | -9.0% |
| 6M | +29.0% | -8.5% | +37.5% | +31.9% |
| YTD | +3.4% | +40.3% | -36.9% | -12.2% |
| 1Y | -4.2% | +28.7% | -32.9% | -15.8% |
| 3Y | -12.8% | +111.8% | -124.7% | -45.5% |
| All | -36.6% | +187.5% | -224.1% | -67.9% |
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