+517.3%
IRM vs DAR
+311.7%
+205.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.0% |
| 7D | +6.8% | +11.6% | -4.8% | +3.9% |
| 30D | +2.6% | -10.2% | +12.9% | +5.3% |
| 3M | -9.5% | -14.8% | +5.4% | -6.2% |
| 6M | -8.5% | -10.1% | +1.6% | -6.9% |
| YTD | +40.3% | +55.5% | -15.3% | +23.5% |
| 1Y | +28.7% | +61.7% | -33.0% | +12.1% |
| 3Y | +111.8% | +37.2% | +74.7% | +84.8% |
| 5Y | +189.1% | -26.9% | +216.0% | +190.3% |
| All | +517.3% | +311.7% | +205.6% | +245.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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