+257.0%
DXCM vs IFF
-20.3%
+277.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | -5.5% | -3.2% | -2.4% | -4.6% |
| 30D | -8.6% | -0.3% | -8.3% | -8.5% |
| 3M | +10.3% | +8.4% | +1.9% | +7.2% |
| 6M | +25.2% | +23.0% | +2.2% | +16.2% |
| YTD | +25.1% | +25.5% | -0.4% | +14.9% |
| 1Y | +9.2% | +29.1% | -19.8% | -0.8% |
| 3Y | -22.6% | +31.7% | -54.3% | -32.2% |
| 5Y | -39.5% | -35.2% | -4.3% | -35.4% |
| All | +257.0% | -20.3% | +277.2% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling