+7.2%
DG vs IRM
+101.2%
-94.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -2.5% | +1.6% | -4.1% | -2.6% |
| 30D | +1.0% | -4.2% | +5.2% | +1.4% |
| 3M | +20.3% | -5.4% | +25.7% | +20.8% |
| 6M | -11.7% | +12.0% | -23.8% | -13.1% |
| YTD | -2.3% | +42.0% | -44.4% | -5.9% |
| 1Y | +20.0% | +29.9% | -9.9% | +16.2% |
| 3Y | +7.2% | +104.4% | -97.1% | -11.7% |
| All | +7.2% | +101.2% | -94.0% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling