-15.3%
DXCM vs IBN
+57.3%
-72.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +4.9% | +1.9% | +3.1% | +4.6% |
| 30D | -0.2% | +22.1% | -22.3% | -3.6% |
| 3M | -8.9% | +17.1% | -26.0% | -11.5% |
| 6M | +42.3% | +35.5% | +6.7% | +34.9% |
| YTD | +25.6% | +16.8% | +8.7% | +21.2% |
| 1Y | +39.5% | +12.4% | +27.1% | +35.3% |
| 3Y | -15.3% | +58.0% | -73.3% | -19.8% |
| All | -15.3% | +57.3% | -72.6% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling