+117.6%
IEMG vs DXCM
+2,383.8%
-2,266.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.7% |
| 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% | -13.0% |
| YTD | +11.2% | +25.6% | -14.4% | +7.6% |
| 1Y | +12.2% | +39.5% | -27.3% | +7.3% |
| 3Y | +68.5% | -15.3% | +83.8% | +64.8% |
| 5Y | +34.3% | -48.4% | +82.8% | +35.8% |
| 10Y | +131.1% | +411.4% | -280.3% | +76.7% |
| All | +117.6% | +2,383.8% | -2,266.2% | +38.5% |
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 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