+2,894.9%
DXCM vs IVZ
+445.8%
+2,449.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -3.2% | +0.6% | -3.9% | -3.5% |
| 30D | +6.3% | +4.0% | +2.3% | +4.6% |
| 3M | +21.1% | +18.2% | +2.9% | +12.5% |
| 6M | +20.6% | +32.8% | -12.2% | +6.6% |
| YTD | +32.4% | +28.7% | +3.7% | +17.8% |
| 1Y | +8.8% | +55.4% | -46.5% | -10.5% |
| 3Y | -13.7% | +135.2% | -148.9% | -42.1% |
| 5Y | -35.2% | +64.2% | -99.4% | -51.2% |
| 10Y | +281.8% | +64.6% | +217.2% | +147.6% |
| All | +2,894.9% | +445.8% | +2,449.1% | +905.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling