-49.6%
DXCM vs IEF
-8.1%
-41.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -3.6% | -1.9% | -1.7% | -3.2% |
| 30D | -4.3% | +1.1% | -5.4% | -4.5% |
| 3M | -10.4% | -1.9% | -8.4% | -10.0% |
| 6M | +33.1% | -2.4% | +35.5% | +33.8% |
| YTD | +22.6% | -3.0% | +25.6% | +23.4% |
| 1Y | +36.5% | -3.1% | +39.7% | +37.5% |
| 3Y | -13.5% | +10.7% | -24.1% | -16.1% |
| 5Y | -49.6% | -8.0% | -41.7% | -52.3% |
| All | -49.6% | -8.1% | -41.5% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling