+423.1%
DXCM vs IAG
+326.7%
+96.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.7% | +1.9% |
| 7D | -4.4% | +24.0% | -28.4% | -5.1% |
| 30D | -3.6% | +5.5% | -9.1% | -3.9% |
| 3M | -4.3% | +8.3% | -12.6% | -4.8% |
| 6M | +33.8% | +6.1% | +27.7% | +33.1% |
| YTD | +22.1% | +20.3% | +1.8% | +20.8% |
| 1Y | +47.4% | +56.5% | -9.1% | +44.5% |
| 3Y | -12.3% | +762.6% | -774.9% | -19.1% |
| 5Y | -49.1% | +546.3% | -595.4% | -54.0% |
| 10Y | +423.1% | +356.1% | +67.0% | +373.6% |
| All | +423.1% | +326.7% | +96.4% | +373.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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