+317.9%
DRI vs IRM
+524.5%
-206.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.2% |
| 7D | -0.3% | +8.6% | -8.9% | -3.3% |
| 30D | +10.8% | 0.0% | +10.9% | +10.3% |
| 3M | +0.9% | -7.1% | +8.1% | +2.9% |
| 6M | +16.3% | -7.9% | +24.2% | +18.2% |
| YTD | +27.8% | +41.3% | -13.5% | +8.3% |
| 1Y | +33.9% | +20.7% | +13.1% | +20.5% |
| 3Y | +67.2% | +112.2% | -45.0% | +10.4% |
| 5Y | +79.0% | +191.2% | -112.2% | -2.3% |
| All | +317.9% | +524.5% | -206.6% | +52.0% |
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 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