-16.2%
DXCM vs IAG
+790.4%
-806.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | +6.3% | +28.9% | -22.5% | +4.6% |
| 3M | +21.1% | +19.1% | +2.0% | +19.5% |
| 6M | +20.6% | -10.3% | +30.8% | +21.2% |
| YTD | +32.4% | +24.2% | +8.2% | +29.9% |
| 1Y | +8.8% | +116.5% | -107.6% | +2.6% |
| All | -16.2% | +790.4% | -806.6% | -29.7% |
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