+2,637.5%
DXCM vs IYR
+290.0%
+2,347.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | -9.2% | -1.2% | -8.0% | -8.4% |
| 30D | -6.5% | +6.1% | -12.6% | -10.1% |
| 3M | -10.3% | +0.9% | -11.2% | -10.8% |
| 6M | +35.4% | +1.2% | +34.3% | +34.1% |
| YTD | +21.1% | +11.1% | +9.9% | +12.2% |
| 1Y | +38.2% | +9.0% | +29.2% | +29.8% |
| 3Y | -14.6% | +41.4% | -56.0% | -34.2% |
| 5Y | -49.6% | +6.7% | -56.2% | -52.4% |
| 10Y | +393.1% | +87.7% | +305.4% | +200.5% |
| All | +2,637.5% | +290.0% | +2,347.4% | +910.8% |
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