+2,729.0%
DXCM vs IFF
+238.4%
+2,490.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.5% |
| 7D | -5.5% | -3.2% | -2.4% | -4.1% |
| 30D | -8.6% | -0.3% | -8.3% | -8.5% |
| 3M | +10.3% | +8.4% | +1.9% | +5.2% |
| 6M | +25.2% | +23.0% | +2.2% | +10.7% |
| YTD | +25.1% | +25.5% | -0.4% | +8.7% |
| 1Y | +9.2% | +29.1% | -19.8% | -6.8% |
| 3Y | -22.6% | +31.7% | -54.3% | -37.7% |
| 5Y | -39.5% | -35.2% | -4.3% | -31.9% |
| 10Y | +257.3% | -20.7% | +278.0% | +212.7% |
| All | +2,729.0% | +238.4% | +2,490.6% | +723.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling