+111.1%
DG vs IRM
+514.0%
-402.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -3.0% | -5.3% | +2.3% | -2.1% |
| 30D | +8.6% | -2.3% | +10.9% | +8.9% |
| 3M | +15.0% | -7.4% | +22.5% | +16.3% |
| 6M | +32.7% | -12.2% | +44.9% | +35.2% |
| YTD | +5.5% | +38.6% | -33.1% | -2.1% |
| 1Y | +34.6% | +14.9% | +19.7% | +29.4% |
| 3Y | +24.2% | +108.2% | -83.9% | +2.1% |
| 5Y | -32.3% | +183.8% | -216.1% | -48.9% |
| 10Y | +111.1% | +512.6% | -401.5% | +21.3% |
| All | +111.1% | +514.0% | -402.9% | +21.3% |
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