+1,410.3%
IBKR vs DXCM
+4,373.6%
-2,963.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +1.3% | -6.5% | +7.8% | +2.5% |
| 30D | -0.3% | -4.3% | +4.0% | +0.4% |
| 3M | +4.7% | +7.3% | -2.6% | +2.7% |
| 6M | +34.0% | +22.0% | +12.0% | +28.1% |
| YTD | +40.8% | +26.4% | +14.4% | +33.7% |
| 1Y | +45.7% | +7.0% | +38.7% | +41.8% |
| 3Y | +288.4% | -19.6% | +308.0% | +279.1% |
| 5Y | +487.2% | -39.3% | +526.4% | +486.3% |
| 10Y | +991.2% | +260.9% | +730.3% | +609.3% |
| All | +1,410.3% | +4,373.6% | -2,963.3% | +337.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling