+36.9%
DXCM vs IRE
-98.3%
+135.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +39.6% | -45.6% | -6.1% |
| 7D | -3.5% | -27.2% | +23.7% | -3.2% |
| 30D | -5.8% | -75.1% | +69.3% | -4.4% |
| 3M | -4.3% | -77.9% | +73.5% | -3.1% |
| 6M | +31.6% | -94.6% | +126.1% | +36.7% |
| YTD | +19.6% | -91.5% | +111.2% | +17.5% |
| 1Y | +36.9% | -97.8% | +134.7% | +42.5% |
| All | +36.9% | -98.3% | +135.2% | +42.5% |
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