+678.3%
DELL vs IRM
+102.2%
+576.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +8.7% | +3.0% | +5.7% | +7.0% |
| 30D | +16.9% | -5.2% | +22.1% | +20.5% |
| 3M | +40.4% | -8.0% | +48.5% | +47.0% |
| 6M | +267.1% | +9.2% | +257.9% | +250.1% |
| YTD | +329.1% | +41.0% | +288.1% | +251.6% |
| 1Y | +346.9% | +23.3% | +323.7% | +293.8% |
| All | +678.3% | +102.2% | +576.1% | +420.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling