+3,595.7%
DLR vs IRM
+1,361.4%
+2,234.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.5% |
| 7D | +1.6% | -0.5% | +2.0% | +1.8% |
| 30D | -3.4% | -8.1% | +4.7% | +0.5% |
| 3M | +0.5% | -9.7% | +10.2% | +5.5% |
| 6M | +4.6% | +10.0% | -5.4% | -0.4% |
| YTD | +23.4% | +43.0% | -19.6% | +3.5% |
| 1Y | +19.0% | +32.7% | -13.6% | +3.1% |
| 3Y | +56.5% | +102.7% | -46.2% | +9.9% |
| 5Y | +33.3% | +187.6% | -154.2% | -20.9% |
| 10Y | +165.1% | +420.1% | -255.0% | +14.2% |
| All | +3,595.7% | +1,361.4% | +2,234.3% | +775.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling