+384.5%
DXCM vs IJR
+151.4%
+233.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +4.9% | +2.2% | +2.8% | +3.4% |
| 30D | -0.2% | +3.8% | -4.0% | -2.6% |
| 3M | -8.9% | -5.7% | -3.2% | -5.3% |
| 6M | +42.3% | +4.6% | +37.6% | +37.7% |
| YTD | +25.6% | +18.0% | +7.6% | +12.2% |
| 1Y | +39.5% | +21.8% | +17.7% | +22.1% |
| 3Y | -15.3% | +61.1% | -76.4% | -40.4% |
| 5Y | -48.4% | +27.3% | -75.8% | -57.5% |
| All | +384.5% | +151.4% | +233.2% | +146.1% |
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