+95.6%
DG vs IRM
+430.1%
-334.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.9% |
| 7D | -6.3% | -1.8% | -4.5% | -6.0% |
| 30D | +2.4% | -7.8% | +10.2% | +3.9% |
| 3M | +12.4% | -7.9% | +20.3% | +13.9% |
| 6M | -14.9% | +6.3% | -21.3% | -16.4% |
| YTD | -6.1% | +38.2% | -44.2% | -12.4% |
| 1Y | +17.9% | +19.8% | -2.0% | +12.6% |
| 3Y | +3.1% | +98.8% | -95.6% | -13.9% |
| 5Y | -38.7% | +191.8% | -230.4% | -53.7% |
| All | +95.6% | +430.1% | -334.4% | +24.5% |
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