+84.8%
IEMG vs DXCM
-19.6%
+104.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.5% |
| 7D | +1.6% | -6.5% | +8.1% | +2.0% |
| 30D | +4.6% | -4.3% | +8.9% | +4.9% |
| 3M | +4.8% | +7.3% | -2.4% | +4.3% |
| 6M | +16.8% | +22.0% | -5.2% | +15.0% |
| YTD | +24.8% | +26.4% | -1.5% | +22.6% |
| 1Y | +34.3% | +7.0% | +27.3% | +33.1% |
| All | +84.8% | -19.6% | +104.4% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling