+434.2%
IRM vs DGX
+255.3%
+178.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.5% |
| 7D | -1.4% | -0.9% | -0.5% | -1.1% |
| 30D | -7.4% | -1.2% | -6.2% | -7.1% |
| 3M | -7.4% | +15.8% | -23.1% | -12.2% |
| 6M | +8.7% | +18.2% | -9.5% | +2.1% |
| YTD | +40.9% | +37.2% | +3.7% | +25.2% |
| 1Y | +20.5% | +30.4% | -9.8% | +8.8% |
| 3Y | +101.7% | +96.7% | +5.0% | +54.5% |
| 5Y | +197.7% | +67.2% | +130.5% | +138.9% |
| All | +434.2% | +255.3% | +178.8% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling