+13.9%
IEMG vs DXCM
+44.8%
-30.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.6% | -5.7% | +0.6% |
| 7D | -3.1% | +12.5% | -15.6% | -3.6% |
| 30D | -10.3% | +1.8% | -12.2% | -10.4% |
| 3M | -6.6% | +1.8% | -8.4% | -6.7% |
| 6M | -3.9% | +47.4% | -51.2% | -7.2% |
| YTD | +12.4% | +33.3% | -20.9% | +10.8% |
| 1Y | +13.9% | +44.6% | -30.7% | +12.0% |
| All | +13.9% | +44.8% | -30.9% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling