-38.9%
DXCM vs IFF
-36.1%
-2.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.2% |
| 7D | -6.5% | -3.0% | -3.5% | -5.5% |
| 30D | -4.3% | -0.9% | -3.4% | -4.1% |
| 3M | +7.3% | +11.8% | -4.6% | +2.5% |
| 6M | +22.0% | +16.5% | +5.5% | +13.6% |
| YTD | +26.4% | +26.5% | -0.1% | +13.4% |
| 1Y | +7.0% | +32.7% | -25.7% | -6.1% |
| 3Y | -19.6% | +32.0% | -51.6% | -33.6% |
| All | -38.9% | -36.1% | -2.9% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling