+29.2%
DGX vs IRE
-84.0%
+113.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | -0.1% |
| 7D | -2.2% | +29.0% | -31.3% | -1.7% |
| 30D | -0.9% | +24.2% | -25.1% | -0.3% |
| 3M | +15.6% | -53.2% | +68.7% | +15.4% |
| 6M | +17.8% | -36.0% | +53.8% | +18.3% |
| YTD | +37.5% | -51.0% | +88.5% | +37.4% |
| All | +29.2% | -84.0% | +113.2% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling