+252.9%
DXCM vs IBN
+312.4%
-59.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.3% |
| 7D | -6.2% | -2.2% | -4.0% | -5.7% |
| 30D | -0.3% | -2.3% | +2.0% | +0.2% |
| 3M | +10.3% | +15.9% | -5.5% | +6.6% |
| 6M | +24.1% | +5.6% | +18.5% | +22.4% |
| YTD | +27.4% | -0.1% | +27.4% | +27.0% |
| 1Y | +8.4% | -6.5% | +14.9% | +9.6% |
| 3Y | -19.0% | +29.3% | -48.3% | -24.8% |
| 5Y | -38.6% | +56.6% | -95.2% | -45.6% |
| 10Y | +252.9% | +314.4% | -61.4% | +162.1% |
| All | +252.9% | +312.4% | -59.4% | +162.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling