+42.1%
DLR vs IRM
+190.5%
-148.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +2.9% | +3.0% | -0.1% | +1.1% |
| 30D | -1.2% | -5.2% | +4.1% | +1.9% |
| 3M | +2.9% | -8.0% | +11.0% | +8.1% |
| 6M | +6.7% | +9.2% | -2.5% | +0.8% |
| YTD | +23.9% | +41.0% | -17.1% | +0.3% |
| 1Y | +18.6% | +23.3% | -4.6% | +3.5% |
| 3Y | +59.7% | +102.8% | -43.2% | -0.2% |
| 5Y | +42.1% | +192.8% | -150.7% | -30.2% |
| All | +42.1% | +190.5% | -148.4% | -30.2% |
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 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