+10,042.6%
IRM vs DOC
+774.4%
+9,268.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.3% |
| 7D | -0.5% | -1.5% | +1.0% | 0.0% |
| 30D | -8.1% | -4.8% | -3.3% | -6.6% |
| 3M | -9.7% | +6.9% | -16.6% | -11.9% |
| 6M | +10.0% | +20.7% | -10.8% | +2.0% |
| YTD | +43.0% | +34.1% | +8.9% | +27.6% |
| 1Y | +32.7% | +22.6% | +10.0% | +22.0% |
| 3Y | +102.7% | +20.8% | +81.9% | +85.9% |
| 5Y | +187.6% | -24.9% | +212.4% | +209.9% |
| 10Y | +420.1% | -1.8% | +421.9% | +399.9% |
| All | +10,042.6% | +774.4% | +9,268.2% | +5,854.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling