+26.0%
DXCM vs IRE
-84.4%
+110.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +14.0% | -16.0% | -2.2% |
| 7D | -3.2% | +54.8% | -58.0% | -3.8% |
| 30D | +6.3% | +18.4% | -12.1% | +5.9% |
| 3M | +21.1% | -66.7% | +87.8% | +23.5% |
| 6M | +20.6% | -52.3% | +72.9% | +19.4% |
| YTD | +32.4% | -52.3% | +84.8% | +29.7% |
| All | +26.0% | -84.4% | +110.5% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling