+7.0%
DXCM vs IEF
-1.5%
+8.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -6.5% | -0.3% | -6.2% | -6.3% |
| 30D | -4.3% | -0.6% | -3.7% | -4.0% |
| 3M | +7.3% | -1.0% | +8.3% | +8.2% |
| 6M | +22.0% | -3.1% | +25.1% | +24.5% |
| YTD | +26.4% | -1.9% | +28.3% | +29.1% |
| 1Y | +7.0% | -1.4% | +8.3% | +11.6% |
| All | +7.0% | -1.5% | +8.5% | +11.6% |
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