+9,974.9%
IRM vs DTE
+1,632.9%
+8,342.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.1% |
| 7D | +1.6% | +0.9% | +0.7% | +1.2% |
| 30D | -4.2% | -1.9% | -2.3% | -3.3% |
| 3M | -5.4% | -3.3% | -2.0% | -4.0% |
| 6M | +12.0% | -7.1% | +19.1% | +15.6% |
| YTD | +42.0% | +8.1% | +33.9% | +36.3% |
| 1Y | +29.9% | +5.3% | +24.6% | +26.2% |
| 3Y | +104.4% | +48.2% | +56.2% | +68.0% |
| 5Y | +191.0% | +33.2% | +157.8% | +151.6% |
| 10Y | +417.1% | +137.5% | +279.6% | +241.7% |
| All | +9,974.9% | +1,632.9% | +8,342.0% | +3,260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling