+404.2%
DXCM vs IP
+26.3%
+377.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.2% |
| 7D | -3.5% | -5.1% | +1.6% | -2.4% |
| 30D | -5.8% | +8.5% | -14.3% | -7.4% |
| 3M | -4.3% | -13.8% | +9.5% | -1.5% |
| 6M | +31.6% | +5.7% | +25.8% | +28.7% |
| YTD | +19.6% | -9.1% | +28.8% | +19.6% |
| 1Y | +36.9% | -0.8% | +37.7% | +33.8% |
| 3Y | -16.3% | +14.8% | -31.1% | -21.9% |
| 5Y | -50.0% | -11.5% | -38.5% | -51.0% |
| All | +404.2% | +26.3% | +377.9% | +286.8% |
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