+214.9%
ICE vs DXCM
+253.0%
-38.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.9% | -6.5% | +5.6% | 0.0% |
| 30D | +4.0% | -4.3% | +8.3% | +4.5% |
| 3M | +11.0% | +7.3% | +3.7% | +9.7% |
| 6M | -5.0% | +22.0% | -27.0% | -7.7% |
| YTD | -2.7% | +26.4% | -29.1% | -6.0% |
| 1Y | -8.6% | +7.0% | -15.6% | -10.2% |
| 3Y | +41.4% | -19.6% | +61.0% | +38.5% |
| 5Y | +39.9% | -39.3% | +79.1% | +38.7% |
| 10Y | +214.9% | +260.9% | -46.0% | +179.5% |
| All | +214.9% | +253.0% | -38.1% | +179.5% |
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