+11.2%
DXCM vs ITOT
+16.9%
-5.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | -5.8% | -2.0% | -3.8% | -4.5% |
| 30D | -5.6% | -2.0% | -3.7% | -4.4% |
| 3M | +13.0% | +4.5% | +8.5% | +9.4% |
| 6M | +24.7% | +12.6% | +12.0% | +12.9% |
| YTD | +27.3% | +12.0% | +15.3% | +16.0% |
| 1Y | +11.2% | +17.3% | -6.1% | +1.0% |
| All | +11.2% | +16.9% | -5.7% | +1.0% |
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