+2,739.2%
DXCM vs IJR
+618.3%
+2,120.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +4.9% | +2.2% | +2.8% | +2.9% |
| 30D | -0.2% | +3.8% | -4.0% | -3.5% |
| 3M | -8.9% | -5.7% | -3.2% | -4.0% |
| 6M | +42.3% | +4.6% | +37.6% | +35.9% |
| YTD | +25.6% | +18.0% | +7.6% | +7.4% |
| 1Y | +39.5% | +21.8% | +17.7% | +15.9% |
| 3Y | -15.3% | +61.1% | -76.4% | -48.2% |
| 5Y | -48.4% | +27.3% | -75.8% | -60.4% |
| 10Y | +411.4% | +154.1% | +257.3% | +74.8% |
| All | +2,739.2% | +618.3% | +2,120.9% | +233.1% |
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 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