+252.9%
DXCM vs IVZ
+61.1%
+191.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.3% |
| 7D | -6.2% | +1.1% | -7.3% | -6.5% |
| 30D | -0.3% | +3.1% | -3.4% | -1.1% |
| 3M | +10.3% | +18.2% | -7.8% | +5.1% |
| 6M | +24.1% | +38.6% | -14.5% | +13.1% |
| YTD | +27.4% | +25.9% | +1.5% | +18.6% |
| 1Y | +8.4% | +51.7% | -43.3% | -4.1% |
| 3Y | -19.0% | +138.7% | -157.6% | -37.7% |
| 5Y | -38.6% | +62.8% | -101.4% | -49.5% |
| 10Y | +252.9% | +60.9% | +192.0% | +176.3% |
| All | +252.9% | +61.1% | +191.9% | +176.3% |
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