+14.6%
DXCM vs IRE
-97.7%
+112.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -15.8% | +14.4% | -1.4% |
| 7D | -3.7% | -41.9% | +38.2% | -3.4% |
| 30D | -5.0% | -75.1% | +70.1% | -4.0% |
| 3M | -8.8% | -82.4% | +73.6% | -7.8% |
| 6M | +31.9% | -95.5% | +127.4% | +36.1% |
| YTD | +20.4% | -93.1% | +113.5% | +19.8% |
| 1Y | +45.7% | -97.8% | +143.5% | +43.9% |
| All | +14.6% | -97.7% | +112.3% | +13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling