+2,605.6%
DXCM vs IBN
+1,135.5%
+1,470.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.2% | -10.2% | -7.3% |
| 7D | -3.5% | +15.1% | -18.6% | -7.9% |
| 30D | -5.8% | +21.6% | -27.4% | -11.7% |
| 3M | -4.3% | +11.2% | -15.5% | -7.9% |
| 6M | +31.6% | +27.8% | +3.8% | +20.9% |
| YTD | +19.6% | +14.7% | +5.0% | +13.7% |
| 1Y | +36.9% | +14.4% | +22.5% | +30.0% |
| 3Y | -16.3% | +52.1% | -68.4% | -28.8% |
| 5Y | -50.0% | +70.7% | -120.7% | -59.2% |
| 10Y | +413.2% | +385.5% | +27.6% | +164.6% |
| All | +2,605.6% | +1,135.5% | +1,470.1% | +664.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling