+42.5%
DGX vs IRE
-97.5%
+139.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.1% | -12.0% | +0.3% |
| 7D | +1.2% | -15.1% | +16.3% | +1.1% |
| 30D | +11.2% | -71.4% | +82.6% | +9.2% |
| 3M | +9.3% | -81.2% | +90.5% | +6.8% |
| 6M | +37.4% | -93.7% | +131.1% | +33.1% |
| YTD | +51.6% | -92.2% | +143.8% | +47.3% |
| 1Y | +39.3% | -97.3% | +136.5% | +36.1% |
| All | +42.5% | -97.5% | +139.9% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling