-39.1%
IONQ vs DXCM
+40.2%
-79.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.3% | -10.7% | -9.7% |
| 7D | +16.8% | -3.6% | +20.4% | +17.4% |
| 30D | -11.1% | -4.3% | -6.8% | -10.4% |
| 3M | -31.7% | -10.4% | -21.4% | -29.6% |
| 6M | -44.8% | +33.1% | -77.9% | -54.3% |
| YTD | -31.2% | +22.6% | -53.9% | -39.1% |
| 1Y | -39.1% | +36.5% | -75.7% | -54.5% |
| All | -39.1% | +40.2% | -79.3% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling