+2,673.1%
DXCM vs IEF
+91.4%
+2,581.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +0.6% |
| 7D | -3.6% | -1.9% | -1.7% | -5.2% |
| 30D | -4.3% | +1.1% | -5.4% | -3.4% |
| 3M | -10.4% | -1.9% | -8.4% | -11.9% |
| 6M | +33.1% | -2.4% | +35.5% | +30.3% |
| YTD | +22.6% | -3.0% | +25.6% | +19.2% |
| 1Y | +36.5% | -3.1% | +39.7% | +32.5% |
| 3Y | -13.5% | +10.7% | -24.1% | -4.5% |
| 5Y | -49.6% | -8.0% | -41.7% | -56.1% |
| 10Y | +399.5% | +6.9% | +392.6% | +450.7% |
| All | +2,673.1% | +91.4% | +2,581.7% | +7,195.2% |
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 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