+481.1%
IRM vs DAR
+288.2%
+192.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.7% | -0.6% | +2.9% |
| 7D | -3.8% | -2.8% | -1.0% | -3.0% |
| 30D | -3.2% | -12.8% | +9.6% | +0.1% |
| 3M | -7.8% | -11.6% | +3.8% | -5.4% |
| 6M | -12.7% | -16.8% | +4.1% | -9.5% |
| YTD | +36.7% | +45.9% | -9.2% | +22.3% |
| 1Y | +10.0% | +61.5% | -51.4% | -4.2% |
| 3Y | +107.2% | +23.0% | +84.3% | +86.0% |
| 5Y | +181.6% | -35.8% | +217.4% | +192.5% |
| 10Y | +481.1% | +280.4% | +200.8% | +229.3% |
| All | +481.1% | +288.2% | +192.9% | +229.3% |
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