+434.2%
IRM vs DTE
+137.8%
+296.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.8% |
| 7D | -1.4% | -2.6% | +1.1% | +0.1% |
| 30D | -7.4% | -4.4% | -3.0% | -4.9% |
| 3M | -7.4% | -8.3% | +1.0% | -2.7% |
| 6M | +8.7% | -8.1% | +16.7% | +13.7% |
| YTD | +40.9% | +4.4% | +36.5% | +36.3% |
| 1Y | +20.5% | +0.2% | +20.3% | +19.5% |
| 3Y | +101.7% | +42.6% | +59.1% | +59.8% |
| 5Y | +197.7% | +31.5% | +166.2% | +147.5% |
| All | +434.2% | +137.8% | +296.4% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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