+384.5%
DXCM vs IYR
+87.3%
+297.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +4.9% | +0.6% | +4.3% | +4.5% |
| 30D | -0.2% | +6.6% | -6.7% | -4.1% |
| 3M | -8.9% | -1.8% | -7.1% | -7.8% |
| 6M | +42.3% | +1.4% | +40.8% | +40.8% |
| YTD | +25.6% | +10.5% | +15.0% | +17.3% |
| 1Y | +39.5% | +10.6% | +28.9% | +30.2% |
| 3Y | -15.3% | +41.8% | -57.1% | -33.9% |
| 5Y | -48.4% | +6.0% | -54.5% | -51.0% |
| All | +384.5% | +87.3% | +297.2% | +270.9% |
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