+10,042.6%
IRM vs DAR
+560.2%
+9,482.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | -0.5% | +1.4% | -1.8% | -0.6% |
| 30D | -8.1% | +12.8% | -20.9% | -8.9% |
| 3M | -9.7% | +7.4% | -17.0% | -10.2% |
| 6M | +10.0% | +22.3% | -12.3% | +8.4% |
| YTD | +43.0% | +81.1% | -38.1% | +37.2% |
| 1Y | +32.7% | +106.5% | -73.8% | +26.1% |
| 3Y | +102.7% | +5.3% | +97.4% | +99.5% |
| 5Y | +187.6% | -11.5% | +199.1% | +184.6% |
| 10Y | +420.1% | +353.3% | +66.8% | +367.0% |
| All | +10,042.6% | +560.2% | +9,482.5% | +9,247.6% |
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