-35.7%
IONQ vs DXCM
+42.0%
-77.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | +16.7% | -3.7% | +20.3% | +17.4% |
| 30D | -12.3% | -5.0% | -7.3% | -11.5% |
| 3M | -17.7% | -8.8% | -8.9% | -16.0% |
| 6M | -28.9% | +31.9% | -60.8% | -41.0% |
| YTD | -22.0% | +20.4% | -42.4% | -29.6% |
| All | -35.7% | +42.0% | -77.7% | -50.9% |
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