+121.4%
DAL vs IRM
+514.0%
-392.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.7% |
| 7D | +2.3% | -5.3% | +7.6% | +4.9% |
| 30D | +14.3% | -2.3% | +16.6% | +15.4% |
| 3M | +1.3% | -7.4% | +8.7% | +4.8% |
| 6M | +29.3% | -12.2% | +41.5% | +37.0% |
| YTD | +33.0% | +38.6% | -5.7% | +10.2% |
| 1Y | +59.8% | +14.9% | +45.0% | +45.4% |
| 3Y | +177.2% | +108.2% | +69.0% | +74.9% |
| 5Y | +118.4% | +183.8% | -65.5% | +13.2% |
| 10Y | +121.4% | +512.6% | -391.2% | -26.5% |
| All | +121.4% | +514.0% | -392.6% | -26.5% |
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