-32.2%
DG vs IRM
+181.9%
-214.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +5.2% | -5.1% | +10.3% | +6.0% |
| 30D | +7.9% | -3.3% | +11.2% | +8.3% |
| 3M | +12.7% | -8.2% | +20.9% | +14.0% |
| 6M | +22.4% | -12.8% | +35.2% | +24.6% |
| YTD | +5.4% | +36.6% | -31.2% | -1.2% |
| 1Y | +39.4% | +11.9% | +27.5% | +35.0% |
| 3Y | +24.1% | +105.1% | -81.0% | -0.1% |
| 5Y | -32.2% | +182.4% | -214.6% | -50.6% |
| All | -32.2% | +181.9% | -214.0% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling