+8.8%
DXCM vs IEF
-0.2%
+9.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | +6.3% | -0.8% | +7.1% | +6.8% |
| 3M | +21.1% | -1.0% | +22.1% | +22.0% |
| 6M | +20.6% | -2.8% | +23.3% | +22.3% |
| YTD | +32.4% | -1.5% | +33.9% | +34.7% |
| 1Y | +8.8% | -0.4% | +9.3% | +14.2% |
| All | +8.8% | -0.2% | +9.1% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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