+7.0%
DXCM vs IYR
+6.4%
+0.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | -6.5% | -0.9% | -5.6% | -6.0% |
| 30D | -4.3% | -2.4% | -1.9% | -3.1% |
| 3M | +7.3% | -2.0% | +9.3% | +8.5% |
| 6M | +22.0% | +2.5% | +19.5% | +20.3% |
| YTD | +26.4% | +8.3% | +18.1% | +21.9% |
| 1Y | +7.0% | +6.5% | +0.5% | +3.7% |
| All | +7.0% | +6.4% | +0.6% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling