+392.2%
DAL vs IRM
+932.2%
-540.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.6% |
| 7D | +8.8% | -8.6% | +17.4% | +13.8% |
| 30D | +5.4% | -8.0% | +13.4% | +9.8% |
| 3M | -4.9% | -12.0% | +7.1% | +1.1% |
| 6M | +19.8% | -18.2% | +38.0% | +31.9% |
| YTD | +27.0% | +31.4% | -4.4% | +7.6% |
| 1Y | +52.5% | +9.2% | +43.3% | +41.9% |
| 3Y | +173.8% | +94.6% | +79.3% | +79.7% |
| 5Y | +104.5% | +170.2% | -65.6% | +9.4% |
| 10Y | +129.7% | +464.3% | -334.6% | -22.7% |
| All | +392.2% | +932.2% | -540.0% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling