+183.5%
DAL vs IRM
+104.5%
+79.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.1% | +1.2% | +3.6% |
| 7D | +10.0% | -3.8% | +13.8% | +11.7% |
| 30D | +12.0% | -3.2% | +15.2% | +13.4% |
| 3M | +0.8% | -7.8% | +8.6% | +3.9% |
| 6M | +26.2% | -12.7% | +38.9% | +32.7% |
| YTD | +33.7% | +36.7% | -3.0% | +15.4% |
| 1Y | +57.6% | +10.0% | +47.5% | +48.8% |
| 3Y | +183.5% | +107.2% | +76.2% | +81.2% |
| All | +183.5% | +104.5% | +79.0% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling