-28.1%
DT vs IRM
+192.5%
-220.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -4.9% | +1.6% | -6.5% | -5.4% |
| 30D | +2.7% | -4.2% | +6.9% | +4.0% |
| 3M | +20.0% | -5.4% | +25.3% | +21.7% |
| 6M | +28.0% | +12.0% | +16.0% | +20.7% |
| YTD | +16.0% | +42.0% | -26.0% | -1.2% |
| 1Y | +0.7% | +29.9% | -29.1% | -11.6% |
| 3Y | +6.2% | +104.4% | -98.2% | -30.7% |
| 5Y | -28.1% | +191.0% | -219.1% | -63.7% |
| All | -28.1% | +192.5% | -220.7% | -63.7% |
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