-38.5%
DXCM vs IJH
+48.0%
-86.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.5% |
| 7D | -5.5% | -1.9% | -3.7% | -3.9% |
| 30D | -8.6% | -4.6% | -3.9% | -4.6% |
| 3M | +10.3% | -1.2% | +11.5% | +11.2% |
| 6M | +25.2% | +9.4% | +15.8% | +14.5% |
| YTD | +25.1% | +13.3% | +11.8% | +10.7% |
| 1Y | +9.2% | +13.4% | -4.1% | -3.6% |
| 3Y | -22.6% | +50.4% | -73.1% | -50.4% |
| All | -38.5% | +48.0% | -86.5% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling