+444.6%
IRM vs DOC
+14.9%
+429.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.2% | -10.8% | -11.0% |
| 7D | -10.9% | +6.2% | -17.1% | -13.6% |
| 30D | -9.4% | +6.5% | -15.9% | -12.5% |
| 3M | -16.4% | -6.2% | -10.1% | -13.9% |
| 6M | -18.7% | +25.6% | -44.3% | -29.2% |
| YTD | +30.1% | +32.1% | -2.0% | +9.9% |
| 1Y | +8.5% | +20.3% | -11.8% | -3.7% |
| 3Y | +88.0% | +42.7% | +45.3% | +49.6% |
| 5Y | +167.6% | -22.2% | +189.7% | +193.3% |
| All | +444.6% | +14.9% | +429.7% | +361.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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