+2,780.1%
DXCM vs IJH
+685.6%
+2,094.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.2% |
| 7D | -6.2% | +1.0% | -7.2% | -7.2% |
| 30D | -0.3% | -3.1% | +2.9% | +2.9% |
| 3M | +10.3% | +1.9% | +8.4% | +7.8% |
| 6M | +24.1% | +11.0% | +13.1% | +11.0% |
| YTD | +27.4% | +14.7% | +12.6% | +10.0% |
| 1Y | +8.4% | +15.6% | -7.2% | -7.5% |
| 3Y | -19.0% | +52.5% | -71.5% | -49.7% |
| 5Y | -38.6% | +49.1% | -87.6% | -60.5% |
| 10Y | +252.9% | +177.7% | +75.3% | +6.3% |
| All | +2,780.1% | +685.6% | +2,094.4% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling