+45.7%
DXCM vs IRE
-98.1%
+143.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -15.8% | +14.4% | -1.4% |
| 7D | -3.7% | -41.9% | +38.2% | -3.3% |
| 30D | -5.0% | -75.1% | +70.1% | -3.8% |
| 3M | -8.8% | -82.4% | +73.6% | -7.6% |
| 6M | +31.9% | -95.5% | +127.4% | +36.8% |
| YTD | +20.4% | -93.1% | +113.5% | +18.9% |
| 1Y | +45.7% | -97.8% | +143.5% | +48.5% |
| All | +45.7% | -98.1% | +143.9% | +48.5% |
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