+3,047.2%
DELL vs IRM
+434.4%
+2,612.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.7% | -6.5% | -6.8% |
| 7D | +4.9% | +6.8% | -1.9% | +1.9% |
| 30D | -32.1% | +2.6% | -34.7% | -32.4% |
| 3M | -30.2% | -9.5% | -20.8% | -26.5% |
| 6M | +41.7% | -8.5% | +50.2% | +48.6% |
| YTD | +176.6% | +40.3% | +136.3% | +140.8% |
| 1Y | +159.9% | +28.7% | +131.3% | +134.8% |
| 3Y | +388.0% | +111.8% | +276.1% | +259.3% |
| 5Y | +578.2% | +189.1% | +389.1% | +339.7% |
| 10Y | +2,653.4% | +519.8% | +2,133.6% | +1,258.0% |
| All | +3,047.2% | +434.4% | +2,612.7% | +1,484.4% |
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