+196.5%
IRM vs DGX
+66.8%
+129.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.5% |
| 7D | -1.4% | -0.9% | -0.5% | -1.2% |
| 30D | -7.4% | -1.2% | -6.2% | -7.1% |
| 3M | -7.4% | +15.8% | -23.1% | -11.7% |
| 6M | +8.7% | +18.2% | -9.5% | +2.7% |
| YTD | +40.9% | +37.2% | +3.7% | +26.2% |
| 1Y | +20.5% | +30.4% | -9.8% | +9.6% |
| 3Y | +101.7% | +96.7% | +5.0% | +54.4% |
| All | +196.5% | +66.8% | +129.7% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling