-19.0%
DXCM vs IEF
+9.9%
-28.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | -0.3% | -0.7% | +0.5% | -0.2% |
| 3M | +10.3% | -0.4% | +10.8% | +10.4% |
| 6M | +24.1% | -2.5% | +26.6% | +24.2% |
| YTD | +27.4% | -1.6% | +29.0% | +27.6% |
| 1Y | +8.4% | -1.3% | +9.7% | +8.6% |
| 3Y | -19.0% | +10.1% | -29.1% | -23.4% |
| All | -19.0% | +9.9% | -28.8% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling