+272.9%
DXCM vs IP
+23.2%
+249.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.5% |
| 7D | -3.2% | -5.3% | +2.1% | -2.1% |
| 30D | +6.3% | -10.9% | +17.2% | +8.8% |
| 3M | +21.1% | +11.2% | +9.9% | +17.4% |
| 6M | +20.6% | -10.2% | +30.8% | +22.0% |
| YTD | +32.4% | -2.0% | +34.4% | +30.5% |
| 1Y | +8.8% | -19.1% | +27.9% | +11.8% |
| 3Y | -13.7% | +20.9% | -34.6% | -20.5% |
| 5Y | -35.2% | -17.8% | -17.4% | -35.8% |
| All | +272.9% | +23.2% | +249.7% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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