+19.5%
DXCM vs IRE
-98.1%
+117.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -14.4% | +16.8% | +2.4% |
| 7D | +4.9% | -31.8% | +36.8% | +5.0% |
| 30D | -0.2% | -71.8% | +71.6% | +0.6% |
| 3M | -8.9% | -88.9% | +80.0% | -7.5% |
| 6M | +42.3% | -95.4% | +137.6% | +45.8% |
| YTD | +25.6% | -94.2% | +119.8% | +24.9% |
| 1Y | +39.5% | -97.1% | +136.6% | +38.4% |
| All | +19.5% | -98.1% | +117.6% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling