+2,894.9%
DXCM vs ITOT
+849.6%
+2,045.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.7% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +6.3% | 0.0% | +6.3% | +6.3% |
| 3M | +21.1% | +2.0% | +19.1% | +18.0% |
| 6M | +20.6% | +13.0% | +7.5% | +4.0% |
| YTD | +32.4% | +14.0% | +18.5% | +13.0% |
| 1Y | +8.8% | +19.9% | -11.1% | -12.8% |
| 3Y | -13.7% | +75.8% | -89.6% | -56.9% |
| 5Y | -35.2% | +73.8% | -109.0% | -66.4% |
| 10Y | +281.8% | +295.9% | -14.1% | -29.3% |
| All | +2,894.9% | +849.6% | +2,045.3% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling