+257.0%
DXCM vs IJH
+184.0%
+72.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.4% |
| 7D | -5.5% | -1.9% | -3.7% | -4.1% |
| 30D | -8.6% | -4.6% | -3.9% | -5.0% |
| 3M | +10.3% | -1.2% | +11.5% | +11.1% |
| 6M | +25.2% | +9.4% | +15.8% | +15.9% |
| YTD | +25.1% | +13.3% | +11.8% | +12.5% |
| 1Y | +9.2% | +13.4% | -4.1% | -2.0% |
| 3Y | -22.6% | +50.4% | -73.1% | -46.1% |
| 5Y | -39.5% | +49.0% | -88.5% | -57.1% |
| All | +257.0% | +184.0% | +72.9% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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