+583.4%
DG vs IRM
+1,187.6%
-604.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.2% |
| 7D | +8.4% | -0.5% | +8.9% | +8.5% |
| 30D | +4.9% | -8.1% | +13.0% | +6.6% |
| 3M | +29.3% | -9.7% | +39.0% | +31.5% |
| 6M | -11.3% | +10.0% | -21.3% | -13.4% |
| YTD | +1.8% | +43.0% | -41.2% | -5.9% |
| 1Y | +25.3% | +32.7% | -7.3% | +17.2% |
| 3Y | +9.1% | +102.7% | -93.6% | -8.8% |
| 5Y | -34.9% | +187.6% | -222.4% | -50.2% |
| 10Y | +108.2% | +420.1% | -312.0% | +34.9% |
| All | +583.4% | +1,187.6% | -604.2% | +253.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling