+104.3%
DAL vs IRM
+520.0%
-415.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -1.1% | +6.8% | -7.9% | -4.4% |
| 30D | +12.8% | +2.6% | +10.2% | +11.0% |
| 3M | -5.3% | -9.5% | +4.2% | -1.0% |
| 6M | +22.4% | -8.5% | +30.8% | +26.9% |
| YTD | +25.6% | +40.3% | -14.7% | +3.4% |
| 1Y | +45.5% | +28.7% | +16.8% | +25.1% |
| 3Y | +161.0% | +111.8% | +49.1% | +63.1% |
| 5Y | +112.2% | +189.1% | -76.9% | +8.9% |
| All | +104.3% | +520.0% | -415.7% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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