+171.8%
DLR vs IRM
+430.1%
-258.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -0.9% |
| 7D | -1.3% | -1.8% | +0.5% | -0.3% |
| 30D | -2.9% | -7.8% | +4.9% | +1.3% |
| 3M | +3.2% | -7.9% | +11.1% | +7.8% |
| 6M | +3.9% | +6.3% | -2.5% | +0.2% |
| YTD | +21.4% | +38.2% | -16.7% | +1.7% |
| 1Y | +9.7% | +19.8% | -10.1% | -1.3% |
| 3Y | +56.5% | +98.8% | -42.2% | +6.6% |
| 5Y | +41.5% | +191.8% | -150.3% | -21.1% |
| All | +171.8% | +430.1% | -258.3% | +6.3% |
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 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