+423.1%
DXCM vs IBN
+368.7%
+54.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.7% |
| 7D | -4.4% | +14.6% | -19.0% | -7.3% |
| 30D | -3.6% | +23.5% | -27.1% | -8.2% |
| 3M | -4.3% | +14.0% | -18.3% | -7.3% |
| 6M | +33.8% | +31.1% | +2.6% | +25.4% |
| YTD | +22.1% | +16.6% | +5.6% | +17.4% |
| 1Y | +47.4% | +14.9% | +32.5% | +42.1% |
| 3Y | -12.3% | +56.9% | -69.1% | -22.1% |
| 5Y | -49.1% | +69.7% | -118.8% | -55.9% |
| 10Y | +423.1% | +365.4% | +57.7% | +293.0% |
| All | +423.1% | +368.7% | +54.5% | +293.0% |
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