+193.5%
IRM vs DOC
-24.5%
+218.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.6% |
| 7D | -0.5% | -1.5% | +1.0% | +0.3% |
| 30D | -8.1% | -4.8% | -3.3% | -5.8% |
| 3M | -9.7% | +6.9% | -16.6% | -13.2% |
| 6M | +10.0% | +20.7% | -10.8% | -2.0% |
| YTD | +43.0% | +34.1% | +8.9% | +19.1% |
| 1Y | +32.7% | +22.6% | +10.0% | +16.2% |
| 3Y | +102.7% | +20.8% | +81.9% | +77.9% |
| All | +193.5% | -24.5% | +218.0% | +258.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling