+64.1%
DIA vs IRM
+192.5%
-128.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | +0.1% | +1.6% | -1.6% | -0.4% |
| 30D | -2.1% | -4.2% | +2.1% | -1.1% |
| 3M | +4.2% | -5.4% | +9.5% | +5.3% |
| 6M | +11.9% | +12.0% | -0.1% | +7.8% |
| YTD | +10.8% | +42.0% | -31.2% | -0.3% |
| 1Y | +17.5% | +29.9% | -12.3% | +7.8% |
| 3Y | +59.9% | +104.4% | -44.4% | +22.6% |
| 5Y | +64.1% | +191.0% | -126.9% | +13.3% |
| All | +64.1% | +192.5% | -128.4% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling