+20.7%
DHI vs IRM
+102.2%
-81.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.1% |
| 7D | -3.4% | -1.4% | -2.0% | -3.0% |
| 30D | -5.4% | -7.4% | +1.9% | -3.4% |
| 3M | -10.4% | -7.4% | -3.1% | -8.7% |
| 6M | -2.8% | +8.7% | -11.4% | -6.0% |
| YTD | -3.4% | +40.9% | -44.4% | -14.3% |
| 1Y | -22.9% | +20.5% | -43.4% | -28.4% |
| 3Y | +20.7% | +101.7% | -81.0% | -25.2% |
| All | +20.7% | +102.2% | -81.5% | -25.2% |
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