+45.7%
IONQ vs DXCM
-48.7%
+94.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.4% | -8.8% | -7.5% |
| 7D | -11.5% | +4.9% | -16.4% | -13.6% |
| 30D | -8.1% | -0.2% | -7.9% | -9.1% |
| 3M | -35.8% | -8.9% | -26.9% | -33.8% |
| 6M | -47.7% | +42.3% | -90.0% | -58.2% |
| YTD | -35.6% | +25.6% | -61.2% | -44.9% |
| 1Y | -36.4% | +39.5% | -75.9% | -48.2% |
| 3Y | +150.0% | -15.3% | +165.3% | +114.0% |
| All | +45.7% | -48.7% | +94.4% | +168.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling