+140.8%
IEMG vs DXCM
+260.4%
-119.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.4% |
| 7D | -1.3% | -5.5% | +4.2% | -0.7% |
| 30D | +1.9% | -8.6% | +10.5% | +2.9% |
| 3M | +1.4% | +10.3% | -8.9% | 0.0% |
| 6M | +15.2% | +25.2% | -10.0% | +11.8% |
| YTD | +23.8% | +25.1% | -1.3% | +20.1% |
| 1Y | +30.7% | +9.2% | +21.4% | +28.2% |
| 3Y | +83.3% | -22.6% | +105.9% | +80.9% |
| 5Y | +48.8% | -39.5% | +88.3% | +47.4% |
| All | +140.8% | +260.4% | -119.6% | +114.4% |
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 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