-15.3%
DXCM vs IFF
+22.2%
-37.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | +4.9% | -1.8% | +6.7% | +5.3% |
| 30D | -0.2% | -9.4% | +9.3% | +1.4% |
| 3M | -8.9% | -3.0% | -5.9% | -8.6% |
| 6M | +42.3% | +5.8% | +36.5% | +39.8% |
| YTD | +25.6% | +22.4% | +3.2% | +19.0% |
| 1Y | +39.5% | +23.0% | +16.5% | +32.0% |
| 3Y | -15.3% | +21.8% | -37.0% | -24.6% |
| All | -15.3% | +22.2% | -37.5% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling