-38.6%
DXCM vs IYR
+5.6%
-44.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -6.2% | -0.4% | -5.8% | -5.9% |
| 30D | -0.3% | -2.5% | +2.3% | +1.6% |
| 3M | +10.3% | +1.5% | +8.9% | +9.0% |
| 6M | +24.1% | +3.9% | +20.3% | +20.3% |
| YTD | +27.4% | +9.5% | +17.8% | +18.2% |
| 1Y | +8.4% | +7.5% | +0.9% | +2.0% |
| 3Y | -19.0% | +30.8% | -49.8% | -36.5% |
| 5Y | -38.6% | +4.8% | -43.4% | -38.1% |
| All | -38.6% | +5.6% | -44.2% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling