+21.6%
DG vs IRM
+29.2%
-7.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.8% | -2.5% |
| 7D | -4.8% | +3.0% | -7.9% | -5.2% |
| 30D | +1.8% | -5.2% | +7.0% | +2.4% |
| 3M | +14.5% | -8.0% | +22.5% | +15.5% |
| 6M | -13.6% | +9.2% | -22.7% | -15.7% |
| YTD | -4.8% | +41.0% | -45.8% | -10.7% |
| 1Y | +21.6% | +23.3% | -1.7% | +15.8% |
| All | +21.6% | +29.2% | -7.6% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling