+2,894.9%
DXCM vs IEF
+94.4%
+2,800.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | -0.3% | -2.9% | -3.5% |
| 30D | +6.3% | -0.8% | +7.1% | +5.6% |
| 3M | +21.1% | -1.0% | +22.1% | +20.0% |
| 6M | +20.6% | -2.8% | +23.3% | +17.5% |
| YTD | +32.4% | -1.5% | +33.9% | +30.6% |
| 1Y | +8.8% | -0.4% | +9.3% | +8.4% |
| 3Y | -13.7% | +9.7% | -23.4% | -5.9% |
| 5Y | -35.2% | -8.3% | -26.9% | -44.2% |
| 10Y | +281.8% | +4.6% | +277.2% | +303.1% |
| All | +2,894.9% | +94.4% | +2,800.5% | +7,891.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling