+39.5%
DXCM vs ITOT
+12.1%
+27.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.7% |
| 7D | +4.9% | +2.5% | +2.5% | +3.0% |
| 30D | -0.2% | -1.7% | +1.5% | +1.0% |
| 3M | -8.9% | -3.4% | -5.6% | -6.6% |
| 6M | +42.3% | +2.1% | +40.2% | +38.9% |
| YTD | +25.6% | +11.5% | +14.1% | +12.1% |
| 1Y | +39.5% | +13.6% | +25.9% | +22.0% |
| All | +39.5% | +12.1% | +27.4% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling