+235.7%
DIA vs IRM
+520.0%
-284.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.4% |
| 7D | +2.1% | +6.8% | -4.7% | +0.1% |
| 30D | +1.5% | +2.6% | -1.1% | +0.5% |
| 3M | -2.4% | -9.5% | +7.0% | +0.1% |
| 6M | +6.0% | -8.5% | +14.4% | +8.0% |
| YTD | +10.1% | +40.3% | -30.2% | -2.8% |
| 1Y | +11.8% | +28.7% | -16.9% | +1.4% |
| 3Y | +59.7% | +111.8% | -52.1% | +17.7% |
| 5Y | +57.9% | +189.1% | -131.2% | +2.0% |
| All | +235.7% | +520.0% | -284.3% | +61.5% |
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