+373.3%
DXCM vs IVZ
+40.3%
+332.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -3.6% | +5.1% | -8.8% | -4.9% |
| 30D | -4.3% | -1.6% | -2.8% | -4.0% |
| 3M | -10.4% | -9.1% | -1.2% | -8.4% |
| 6M | +33.1% | +1.8% | +31.3% | +31.4% |
| YTD | +22.6% | +10.8% | +11.8% | +17.8% |
| 1Y | +36.5% | +19.1% | +17.4% | +28.6% |
| 3Y | -13.5% | +144.4% | -157.9% | -33.7% |
| 5Y | -49.6% | +33.6% | -83.2% | -56.7% |
| All | +373.3% | +40.3% | +332.9% | +286.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling