+8.5%
IRM vs DOC
+21.7%
-13.2%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.2% | -10.8% | -11.0% |
| 7D | -10.9% | +6.2% | -17.1% | -11.9% |
| 30D | -9.4% | +6.5% | -15.9% | -10.5% |
| 3M | -16.4% | -6.2% | -10.1% | -15.3% |
| 6M | -18.7% | +25.6% | -44.3% | -22.5% |
| YTD | +30.1% | +32.1% | -2.0% | +20.4% |
| 1Y | +8.5% | +20.3% | -11.8% | +4.6% |
| All | +8.5% | +21.7% | -13.2% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling