+5,859.3%
DRI vs IRM
+9,897.4%
-4,038.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.6% |
| 7D | -1.2% | +1.6% | -2.9% | -1.7% |
| 30D | -0.4% | -4.2% | +3.8% | +0.7% |
| 3M | +9.5% | -5.4% | +14.9% | +10.7% |
| 6M | +6.5% | +12.0% | -5.6% | +1.8% |
| YTD | +18.4% | +42.0% | -23.6% | +5.0% |
| 1Y | +4.2% | +29.9% | -25.7% | -5.5% |
| 3Y | +57.1% | +104.4% | -47.3% | +20.8% |
| 5Y | +70.4% | +191.0% | -120.6% | +15.6% |
| 10Y | +354.0% | +417.1% | -63.1% | +152.6% |
| All | +5,859.3% | +9,897.4% | -4,038.1% | +1,826.5% |
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