-37.5%
DXCM vs IOT
+54.4%
-91.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -5.8% | -0.8% | -5.0% | -5.7% |
| 30D | -5.6% | -4.7% | -0.9% | -4.9% |
| 3M | +13.0% | +17.8% | -4.7% | +8.7% |
| 6M | +24.7% | +16.8% | +7.8% | +19.2% |
| YTD | +27.3% | +8.4% | +18.9% | +22.3% |
| 1Y | +11.2% | -0.8% | +12.0% | +8.0% |
| 3Y | -19.0% | +25.7% | -44.8% | -29.4% |
| All | -37.5% | +54.4% | -91.9% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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