+2,662.2%
DXCM vs IBN
+1,155.9%
+1,506.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.6% |
| 7D | -4.4% | +14.6% | -19.0% | -8.6% |
| 30D | -3.6% | +23.5% | -27.1% | -10.1% |
| 3M | -4.3% | +14.0% | -18.3% | -8.6% |
| 6M | +33.8% | +31.1% | +2.6% | +21.9% |
| YTD | +22.1% | +16.6% | +5.6% | +15.4% |
| 1Y | +47.4% | +14.9% | +32.5% | +39.9% |
| 3Y | -12.3% | +56.9% | -69.1% | -26.2% |
| 5Y | -49.1% | +69.7% | -118.8% | -58.4% |
| 10Y | +423.1% | +365.4% | +57.7% | +174.5% |
| All | +2,662.2% | +1,155.9% | +1,506.3% | +676.3% |
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