+252.9%
DXCM vs IAG
+371.0%
-118.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.8% |
| 7D | -6.2% | +4.3% | -10.5% | -6.4% |
| 30D | -0.3% | +9.8% | -10.0% | -0.7% |
| 3M | +10.3% | +28.9% | -18.6% | +9.0% |
| 6M | +24.1% | -7.6% | +31.7% | +24.1% |
| YTD | +27.4% | +22.0% | +5.4% | +25.9% |
| 1Y | +8.4% | +99.5% | -91.1% | +5.0% |
| 3Y | -19.0% | +818.3% | -837.3% | -26.2% |
| 5Y | -38.6% | +785.9% | -824.5% | -44.8% |
| 10Y | +252.9% | +381.1% | -128.2% | +210.6% |
| All | +252.9% | +371.0% | -118.0% | +210.6% |
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