+388.0%
DELL vs IRM
+112.1%
+275.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.7% | -6.5% | -6.7% |
| 7D | +4.9% | +6.8% | -1.9% | +0.8% |
| 30D | -32.1% | +2.6% | -34.7% | -32.5% |
| 3M | -30.2% | -9.5% | -20.8% | -25.4% |
| 6M | +41.7% | -8.5% | +50.2% | +50.5% |
| YTD | +176.6% | +40.3% | +136.3% | +129.1% |
| 1Y | +159.9% | +28.7% | +131.3% | +126.5% |
| 3Y | +388.0% | +111.8% | +276.1% | +248.8% |
| All | +388.0% | +112.1% | +275.9% | +248.8% |
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 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