+2,894.9%
DXCM vs IYR
+284.8%
+2,610.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | -3.2% | -1.2% | -2.0% | -2.4% |
| 30D | +6.3% | -2.9% | +9.2% | +8.4% |
| 3M | +21.1% | +0.8% | +20.3% | +20.2% |
| 6M | +20.6% | +1.9% | +18.7% | +18.9% |
| YTD | +32.4% | +9.6% | +22.8% | +23.8% |
| 1Y | +8.8% | +8.1% | +0.8% | +2.7% |
| 3Y | -13.7% | +29.2% | -42.9% | -29.6% |
| 5Y | -35.2% | +4.3% | -39.5% | -38.0% |
| 10Y | +281.8% | +64.7% | +217.1% | +155.5% |
| All | +2,894.9% | +284.8% | +2,610.1% | +1,016.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling