+144.3%
IEMG vs DXCM
+2,400.1%
-2,255.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.5% |
| 7D | +1.6% | -6.5% | +8.1% | +2.4% |
| 30D | +4.6% | -4.3% | +8.9% | +5.1% |
| 3M | +4.8% | +7.3% | -2.4% | +3.7% |
| 6M | +16.8% | +22.0% | -5.2% | +13.7% |
| YTD | +24.8% | +26.4% | -1.5% | +20.9% |
| 1Y | +34.3% | +7.0% | +27.3% | +32.1% |
| 3Y | +87.0% | -19.6% | +106.6% | +83.7% |
| 5Y | +49.9% | -39.3% | +89.2% | +48.7% |
| 10Y | +144.8% | +260.9% | -116.2% | +94.8% |
| All | +144.3% | +2,400.1% | -2,255.9% | +55.6% |
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