+2,894.9%
DXCM vs IJR
+639.7%
+2,255.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.4% |
| 7D | -3.2% | -0.2% | -3.1% | -3.1% |
| 30D | +6.3% | -2.4% | +8.8% | +8.6% |
| 3M | +21.1% | +3.9% | +17.2% | +16.7% |
| 6M | +20.6% | +12.4% | +8.2% | +8.1% |
| YTD | +32.4% | +21.5% | +10.9% | +10.4% |
| 1Y | +8.8% | +24.0% | -15.1% | -11.3% |
| 3Y | -13.7% | +49.7% | -63.4% | -43.6% |
| 5Y | -35.2% | +39.7% | -74.9% | -54.5% |
| 10Y | +281.8% | +169.0% | +112.8% | +23.4% |
| All | +2,894.9% | +639.7% | +2,255.2% | +242.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling