+23.7%
IWM vs DXCM
-49.1%
+72.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | +2.8% | -3.6% | +6.4% | +3.4% |
| 30D | +0.6% | -4.3% | +4.9% | +1.3% |
| 3M | -7.8% | -10.4% | +2.6% | -6.2% |
| 6M | -1.0% | +33.1% | -34.1% | -6.9% |
| YTD | +13.9% | +22.6% | -8.7% | +8.5% |
| 1Y | +15.4% | +36.5% | -21.1% | +7.8% |
| 3Y | +70.2% | -13.5% | +83.7% | +61.0% |
| 5Y | +23.7% | -49.6% | +73.3% | +30.4% |
| All | +23.7% | -49.1% | +72.8% | +30.4% |
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