+245.1%
ICE vs DXCM
+418.8%
-173.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.8% |
| 7D | +1.0% | -4.4% | +5.4% | +1.5% |
| 30D | +11.4% | -3.6% | +15.0% | +11.8% |
| 3M | +16.2% | -4.3% | +20.5% | +16.7% |
| 6M | +12.5% | +33.8% | -21.3% | +7.8% |
| YTD | +8.6% | +22.1% | -13.6% | +5.0% |
| 1Y | +18.4% | +47.4% | -29.0% | +11.7% |
| 3Y | +66.4% | -12.3% | +78.7% | +61.1% |
| 5Y | +37.2% | -49.1% | +86.3% | +39.1% |
| All | +245.1% | +418.8% | -173.7% | +194.5% |
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