+202.0%
IONQ vs DXCM
-13.2%
+215.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -6.0% | +29.4% | +26.2% |
| 7D | +8.6% | -3.5% | +12.1% | +9.4% |
| 30D | -21.1% | -5.8% | -15.3% | -19.7% |
| 3M | -17.9% | -4.3% | -13.5% | -17.4% |
| 6M | -37.9% | +31.6% | -69.5% | -48.3% |
| YTD | -27.3% | +19.6% | -46.9% | -36.1% |
| 1Y | -43.2% | +36.9% | -80.1% | -53.3% |
| 3Y | +191.0% | -16.3% | +207.3% | +152.7% |
| 5Y | +69.3% | -50.0% | +119.3% | +94.6% |
| All | +202.0% | -13.2% | +215.3% | +192.2% |
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