-39.3%
DXCM vs IJR
+39.8%
-79.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.1% |
| 7D | -6.5% | -1.1% | -5.4% | -5.6% |
| 30D | -4.3% | -3.6% | -0.7% | -1.5% |
| 3M | +7.3% | +2.3% | +5.0% | +5.2% |
| 6M | +22.0% | +14.3% | +7.7% | +9.6% |
| YTD | +26.4% | +19.3% | +7.1% | +9.7% |
| 1Y | +7.0% | +22.6% | -15.6% | -9.3% |
| 3Y | -19.6% | +53.5% | -73.2% | -46.7% |
| 5Y | -39.3% | +39.9% | -79.2% | -55.6% |
| All | -39.3% | +39.8% | -79.1% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling