+34.7%
IEMG vs DXCM
-48.7%
+83.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.6% |
| 7D | +2.7% | +4.9% | -2.2% | +2.2% |
| 30D | -5.7% | -0.2% | -5.5% | -5.8% |
| 3M | -8.8% | -8.9% | +0.1% | -8.0% |
| 6M | -8.9% | +42.3% | -51.2% | -12.8% |
| YTD | +11.2% | +25.6% | -14.4% | +7.8% |
| 1Y | +12.2% | +39.5% | -27.3% | +7.5% |
| 3Y | +68.5% | -15.3% | +83.8% | +63.8% |
| All | +34.7% | -48.7% | +83.4% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling