+45.7%
DXCM vs IVZ
+25.3%
+20.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.7% | +2.2% | -5.8% | -4.1% |
| 30D | -5.0% | -2.2% | -2.8% | -4.7% |
| 3M | -8.8% | -8.4% | -0.4% | -7.6% |
| 6M | +31.9% | +6.2% | +25.7% | +28.8% |
| YTD | +20.4% | +12.4% | +8.0% | +13.1% |
| 1Y | +45.7% | +26.0% | +19.7% | +33.4% |
| All | +45.7% | +25.3% | +20.4% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling