+381.8%
DAL vs IRM
+922.3%
-540.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -11.1% | +6.7% | +1.5% |
| 7D | +4.6% | -10.9% | +15.4% | +10.8% |
| 30D | +2.3% | -9.4% | +11.8% | +7.5% |
| 3M | -8.1% | -16.4% | +8.3% | +0.3% |
| 6M | +21.4% | -18.7% | +40.1% | +34.1% |
| YTD | +24.3% | +30.1% | -5.8% | +5.9% |
| 1Y | +47.4% | +8.5% | +38.8% | +37.6% |
| 3Y | +164.6% | +88.0% | +76.6% | +76.9% |
| 5Y | +100.2% | +167.6% | -67.3% | +7.6% |
| 10Y | +124.9% | +458.9% | -334.0% | -24.0% |
| All | +381.8% | +922.3% | -540.5% | -2.4% |
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