+411.2%
DXCM vs IYR
+86.1%
+325.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -3.7% | +2.1% | -5.8% | -4.9% |
| 30D | -5.0% | +7.2% | -12.1% | -9.1% |
| 3M | -8.8% | +0.4% | -9.2% | -9.0% |
| 6M | +31.9% | +1.4% | +30.4% | +30.5% |
| YTD | +20.4% | +11.3% | +9.1% | +11.9% |
| 1Y | +45.7% | +10.5% | +35.2% | +36.1% |
| 3Y | -15.0% | +41.7% | -56.7% | -33.7% |
| 5Y | -48.5% | +7.1% | -55.6% | -51.3% |
| 10Y | +411.2% | +89.1% | +322.2% | +272.4% |
| All | +411.2% | +86.1% | +325.1% | +272.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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