+990.2%
IBKR vs DXCM
+260.4%
+729.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +2.4% |
| 7D | -1.3% | -5.5% | +4.2% | -0.5% |
| 30D | -0.2% | -8.6% | +8.3% | +1.1% |
| 3M | +3.0% | +10.3% | -7.4% | +0.9% |
| 6M | +33.9% | +25.2% | +8.6% | +28.3% |
| YTD | +42.5% | +25.1% | +17.4% | +36.6% |
| 1Y | +44.9% | +9.2% | +35.6% | +41.1% |
| 3Y | +293.0% | -22.6% | +315.6% | +287.0% |
| 5Y | +497.7% | -39.5% | +537.2% | +491.5% |
| All | +990.2% | +260.4% | +729.8% | +779.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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