+294.8%
IONQ vs DXCM
-35.5%
+330.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.3% |
| 7D | +0.8% | -3.2% | +4.0% | +2.5% |
| 30D | -1.0% | +6.3% | -7.4% | -4.2% |
| 3M | -39.8% | +21.1% | -60.9% | -46.4% |
| 6M | +6.4% | +20.6% | -14.1% | -6.0% |
| YTD | -11.9% | +32.4% | -44.4% | -25.7% |
| 1Y | -6.2% | +8.8% | -15.0% | -14.0% |
| 3Y | +125.7% | -13.7% | +139.4% | +94.8% |
| All | +294.8% | -35.5% | +330.3% | +434.3% |
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