+594.0%
DG vs IRM
+1,172.3%
-578.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.4% |
| 7D | -2.5% | +8.6% | -11.1% | -4.0% |
| 30D | +7.7% | 0.0% | +7.7% | +7.4% |
| 3M | +13.1% | -7.1% | +20.3% | +14.3% |
| 6M | +32.0% | -7.9% | +39.9% | +33.3% |
| YTD | +3.3% | +41.3% | -38.0% | -4.5% |
| 1Y | +31.7% | +20.7% | +10.9% | +25.4% |
| 3Y | +21.7% | +112.2% | -90.5% | +0.5% |
| 5Y | -34.7% | +191.2% | -226.0% | -50.3% |
| 10Y | +106.7% | +524.3% | -417.6% | +28.9% |
| All | +594.0% | +1,172.3% | -578.3% | +258.4% |
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