+5,230.7%
IRM vs DGX
+8,794.8%
-3,564.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.0% | -2.2% | +5.2% | +3.6% |
| 30D | -5.2% | -0.9% | -4.3% | -5.1% |
| 3M | -8.0% | +15.6% | -23.6% | -11.6% |
| 6M | +9.2% | +17.8% | -8.6% | +4.3% |
| YTD | +41.0% | +37.5% | +3.5% | +29.4% |
| 1Y | +23.3% | +31.2% | -7.9% | +14.3% |
| 3Y | +102.8% | +96.6% | +6.2% | +68.7% |
| 5Y | +192.8% | +64.9% | +127.9% | +152.8% |
| 10Y | +439.6% | +254.6% | +185.0% | +280.9% |
| All | +5,230.7% | +8,794.8% | -3,564.0% | +2,383.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling