+100.8%
DG vs IRM
+520.0%
-419.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +0.3% | +6.8% | -6.5% | -0.9% |
| 30D | +3.2% | +2.6% | +0.6% | +2.5% |
| 3M | +10.4% | -9.5% | +19.9% | +12.1% |
| 6M | +33.2% | -8.5% | +41.6% | +34.6% |
| YTD | +3.0% | +40.3% | -37.3% | -4.6% |
| 1Y | +31.2% | +28.7% | +2.5% | +23.5% |
| 3Y | +21.8% | +111.8% | -90.0% | -0.3% |
| 5Y | -35.0% | +189.1% | -224.1% | -51.1% |
| All | +100.8% | +520.0% | -419.2% | +15.6% |
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