+319.1%
DELL vs IRM
+34.4%
+284.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.7% |
| 7D | +14.9% | -0.5% | +15.3% | +15.1% |
| 30D | +13.3% | -8.1% | +21.4% | +18.4% |
| 3M | +24.4% | -9.7% | +34.1% | +30.6% |
| 6M | +258.0% | +10.0% | +248.0% | +248.2% |
| YTD | +320.2% | +43.0% | +277.2% | +257.7% |
| 1Y | +319.1% | +32.7% | +286.4% | +277.1% |
| All | +319.1% | +34.4% | +284.7% | +277.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling