-35.0%
DXCM vs IOT
+61.4%
-96.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.7% | -5.8% | -2.8% |
| 7D | -3.2% | -2.3% | -0.9% | -2.9% |
| 30D | +6.3% | +3.8% | +2.5% | +5.3% |
| 3M | +21.1% | +14.2% | +6.9% | +17.1% |
| 6M | +20.6% | +40.1% | -19.5% | +10.3% |
| YTD | +32.4% | +13.4% | +19.0% | +26.0% |
| 1Y | +8.8% | +12.2% | -3.3% | +2.5% |
| 3Y | -13.7% | +30.0% | -43.7% | -25.3% |
| All | -35.0% | +61.4% | -96.5% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling