+8.8%
DXCM vs IBN
-4.0%
+12.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -3.2% | +1.4% | -4.6% | -3.5% |
| 30D | +6.3% | -0.3% | +6.7% | +6.4% |
| 3M | +21.1% | +17.1% | +4.0% | +16.3% |
| 6M | +20.6% | +3.4% | +17.2% | +17.3% |
| YTD | +32.4% | +2.5% | +29.9% | +28.4% |
| 1Y | +8.8% | -4.2% | +13.0% | +4.2% |
| All | +8.8% | -4.0% | +12.8% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling