+29.2%
DGX vs IRE
-82.8%
+112.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.2% | -10.9% | -0.5% |
| 7D | -0.3% | +58.9% | -59.2% | +0.6% |
| 30D | -1.2% | +17.2% | -18.4% | -0.7% |
| 3M | +19.9% | -58.6% | +78.5% | +19.5% |
| 6M | +19.2% | -23.5% | +42.7% | +20.0% |
| YTD | +37.5% | -47.4% | +84.9% | +37.6% |
| All | +29.2% | -82.8% | +112.1% | +29.9% |
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