+251.0%
DIA vs IRM
+418.7%
-167.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.2% | +3.0% | -4.3% | -2.1% |
| 30D | -2.7% | -5.2% | +2.5% | -1.2% |
| 3M | +3.3% | -8.0% | +11.3% | +5.5% |
| 6M | +10.4% | +9.2% | +1.3% | +6.6% |
| YTD | +10.0% | +41.0% | -31.0% | -2.5% |
| 1Y | +16.2% | +23.3% | -7.1% | +6.9% |
| 3Y | +58.7% | +102.8% | -44.1% | +19.6% |
| 5Y | +63.6% | +192.8% | -129.2% | +6.2% |
| 10Y | +251.0% | +439.6% | -188.6% | +75.2% |
| All | +251.0% | +418.7% | -167.7% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling