-16.3%
DXCM vs IAG
+621.5%
-637.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.2% | -13.2% | -6.4% |
| 7D | -3.5% | +21.4% | -24.9% | -4.7% |
| 30D | -5.8% | +4.0% | -9.8% | -6.2% |
| 3M | -4.3% | +17.0% | -21.4% | -5.6% |
| 6M | +31.6% | +1.4% | +30.2% | +30.8% |
| YTD | +19.6% | +13.8% | +5.9% | +17.6% |
| 1Y | +36.9% | +55.8% | -18.9% | +31.9% |
| 3Y | -16.3% | +647.4% | -663.7% | -30.5% |
| All | -16.3% | +621.5% | -637.8% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling