+3,922.7%
DELL vs IRM
+430.1%
+3,492.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -4.5% |
| 7D | -1.9% | -1.8% | -0.1% | -1.1% |
| 30D | +14.9% | -7.8% | +22.6% | +19.0% |
| 3M | +37.2% | -7.9% | +45.1% | +42.2% |
| 6M | +254.0% | +6.3% | +247.6% | +245.0% |
| YTD | +306.1% | +38.2% | +268.0% | +252.8% |
| 1Y | +312.3% | +19.8% | +292.4% | +279.6% |
| 3Y | +654.0% | +98.8% | +555.3% | +463.4% |
| 5Y | +1,055.3% | +191.8% | +863.6% | +640.1% |
| All | +3,922.7% | +430.1% | +3,492.6% | +1,889.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling