+2,316.3%
ICE vs DXCM
+2,422.2%
-106.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.7% |
| 7D | -0.7% | -3.2% | +2.6% | -0.1% |
| 30D | +7.6% | +6.3% | +1.3% | +6.5% |
| 3M | +13.9% | +21.1% | -7.2% | +9.8% |
| 6M | -2.4% | +20.6% | -22.9% | -6.2% |
| YTD | +0.3% | +32.4% | -32.2% | -5.4% |
| 1Y | -6.4% | +8.8% | -15.3% | -9.1% |
| 3Y | +43.1% | -13.7% | +56.8% | +37.1% |
| 5Y | +42.1% | -35.2% | +77.3% | +39.3% |
| 10Y | +220.9% | +281.8% | -60.9% | +105.6% |
| All | +2,316.3% | +2,422.2% | -106.0% | +686.2% |
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