+227.2%
IONQ vs DXCM
-11.4%
+238.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.2% | +7.4% |
| 7D | +25.5% | -4.4% | +29.8% | +27.3% |
| 30D | -11.4% | -3.6% | -7.8% | -10.8% |
| 3M | -20.5% | -4.3% | -16.1% | -20.0% |
| 6M | -28.2% | +33.8% | -62.0% | -40.5% |
| YTD | -21.2% | +22.1% | -43.4% | -31.3% |
| 1Y | -40.4% | +47.4% | -87.8% | -52.6% |
| 3Y | +214.7% | -12.3% | +227.0% | +165.8% |
| 5Y | +56.9% | -49.1% | +106.0% | +78.8% |
| All | +227.2% | -11.4% | +238.6% | +213.7% |
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