+39.5%
DXCM vs IRE
-97.6%
+137.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -14.4% | +16.8% | +2.4% |
| 7D | +4.9% | -31.8% | +36.8% | +5.1% |
| 30D | -0.2% | -71.8% | +71.6% | +0.9% |
| 3M | -8.9% | -88.9% | +80.0% | -7.0% |
| 6M | +42.3% | -95.4% | +137.6% | +47.0% |
| YTD | +25.6% | -94.2% | +119.8% | +23.1% |
| 1Y | +39.5% | -97.1% | +136.6% | +40.8% |
| All | +39.5% | -97.6% | +137.1% | +40.8% |
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