+105.8%
DAL vs IRM
+189.3%
-83.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | -13.9% | -8.1% | -5.8% | -10.7% |
| 3M | +1.1% | -9.7% | +10.7% | +5.4% |
| 6M | +26.2% | +10.0% | +16.2% | +19.9% |
| YTD | +16.4% | +43.0% | -26.6% | -2.7% |
| 1Y | +33.9% | +32.7% | +1.2% | +14.7% |
| 3Y | +93.4% | +102.7% | -9.3% | +26.7% |
| All | +105.8% | +189.3% | -83.5% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling