+3,477.6%
DLR vs IRM
+1,316.9%
+2,160.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.6% |
| 7D | -2.0% | -5.3% | +3.2% | +0.4% |
| 30D | +0.5% | -2.3% | +2.9% | +1.6% |
| 3M | -4.4% | -7.4% | +3.0% | -0.9% |
| 6M | -6.4% | -12.2% | +5.8% | -0.5% |
| YTD | +19.5% | +38.6% | -19.2% | +1.6% |
| 1Y | +10.5% | +14.9% | -4.4% | +2.6% |
| 3Y | +54.0% | +108.2% | -54.2% | +6.8% |
| 5Y | +39.7% | +183.8% | -144.1% | -16.5% |
| 10Y | +189.5% | +512.6% | -323.1% | +16.0% |
| All | +3,477.6% | +1,316.9% | +2,160.7% | +760.0% |
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