+449.9%
IRM vs DOC
+15.7%
+434.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -8.6% | +6.5% | -15.1% | -11.5% |
| 30D | -8.0% | +9.2% | -17.1% | -12.2% |
| 3M | -12.0% | -2.5% | -9.5% | -11.2% |
| 6M | -18.2% | +7.1% | -25.2% | -21.6% |
| YTD | +31.4% | +33.0% | -1.6% | +10.6% |
| 1Y | +9.2% | +23.3% | -14.1% | -4.3% |
| 3Y | +94.6% | +44.9% | +49.6% | +53.6% |
| 5Y | +170.2% | -21.6% | +191.8% | +195.1% |
| All | +449.9% | +15.7% | +434.2% | +364.2% |
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