+257.0%
DXCM vs IJR
+172.1%
+84.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.1% |
| 7D | -5.5% | -2.2% | -3.4% | -4.1% |
| 30D | -8.6% | -4.6% | -4.0% | -5.7% |
| 3M | +10.3% | +0.2% | +10.1% | +10.0% |
| 6M | +25.2% | +14.7% | +10.5% | +13.9% |
| YTD | +25.1% | +18.9% | +6.2% | +11.1% |
| 1Y | +9.2% | +19.9% | -10.7% | -3.7% |
| 3Y | -22.6% | +53.0% | -75.6% | -43.8% |
| 5Y | -39.5% | +40.9% | -80.4% | -53.2% |
| All | +257.0% | +172.1% | +84.9% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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