+185.7%
IONQ vs DXCM
-11.1%
+196.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.3% | -10.7% | -10.0% |
| 7D | +16.8% | -3.6% | +20.4% | +18.0% |
| 30D | -11.1% | -4.3% | -6.8% | -10.1% |
| 3M | -31.7% | -10.4% | -21.4% | -29.1% |
| 6M | -44.8% | +33.1% | -77.9% | -54.0% |
| YTD | -31.2% | +22.6% | -53.9% | -40.2% |
| 1Y | -39.1% | +36.5% | -75.7% | -49.7% |
| 3Y | +189.5% | -13.5% | +203.0% | +147.2% |
| 5Y | +53.2% | -49.6% | +102.8% | +74.7% |
| All | +185.7% | -11.1% | +196.8% | +173.2% |
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