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  • IR vs DD✓SelectedUSD · DDIR vs DD performance historyLatest closeAs of-1.64%09/08
Stock and ETF performance explorer

IR vs DD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+284.9%
DD return
+44.3%
Excess return
+240.6%
Maximum drawdown
-50.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDDExcessAlpha
1D-1.6%-0.2%-1.4%-1.5%
7D+0.6%-0.6%+1.2%+1.0%
30D-13.6%-7.4%-6.2%-9.7%
3M+3.7%-6.4%+10.1%+7.6%
6M-13.1%-2.5%-10.6%-12.3%
YTD-5.1%+10.2%-15.4%-11.1%
1Y-6.5%+36.9%-43.4%-23.2%
3Y+8.5%+47.0%-38.5%-16.7%
5Y+43.3%+63.1%-19.8%+1.6%
All+284.9%+44.3%+240.6%+154.7%

Cumulative growth

Daily Returns

Daily percentage return beside DD.

Daily Out/Under-Performance

Portfolio return minus DD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DD 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 DD 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