+9,217.0%
IRM vs DAR
+408.3%
+8,808.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | -8.6% | -9.9% | +1.3% | -8.0% |
| 30D | -8.0% | -16.4% | +8.4% | -6.9% |
| 3M | -12.0% | -17.1% | +5.1% | -11.0% |
| 6M | -18.2% | -20.5% | +2.3% | -17.1% |
| YTD | +31.4% | +39.4% | -8.1% | +28.2% |
| 1Y | +9.2% | +57.2% | -48.1% | +5.7% |
| 3Y | +94.6% | +13.9% | +80.7% | +90.8% |
| 5Y | +170.2% | -40.8% | +211.0% | +174.1% |
| 10Y | +464.3% | +276.2% | +188.1% | +413.5% |
| All | +9,217.0% | +408.3% | +8,808.8% | +8,630.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling