+6,440.1%
DHI vs IRM
+9,623.5%
-3,183.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.6% |
| 7D | -6.1% | -1.8% | -4.3% | -5.4% |
| 30D | -10.1% | -7.8% | -2.3% | -7.2% |
| 3M | -7.3% | -7.9% | +0.5% | -4.6% |
| 6M | -6.1% | +6.3% | -12.5% | -9.4% |
| YTD | -5.0% | +38.2% | -43.2% | -18.5% |
| 1Y | -22.1% | +19.8% | -41.9% | -29.5% |
| 3Y | +19.2% | +98.8% | -79.5% | -15.7% |
| 5Y | +59.4% | +191.8% | -132.4% | -5.3% |
| 10Y | +401.8% | +428.8% | -26.9% | +120.8% |
| All | +6,440.1% | +9,623.5% | -3,183.5% | +1,387.3% |
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