+2,623.0%
DXCM vs IVZ
+376.5%
+2,246.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.7% | +2.2% | -5.8% | -4.5% |
| 30D | -5.0% | -2.2% | -2.8% | -4.4% |
| 3M | -8.8% | -8.4% | -0.4% | -6.1% |
| 6M | +31.9% | +6.2% | +25.7% | +27.1% |
| YTD | +20.4% | +12.4% | +8.0% | +12.5% |
| 1Y | +45.7% | +26.0% | +19.7% | +30.0% |
| 3Y | -15.0% | +147.9% | -162.9% | -44.2% |
| 5Y | -48.5% | +38.8% | -87.2% | -58.5% |
| 10Y | +411.2% | +44.6% | +366.7% | +248.0% |
| All | +2,623.0% | +376.5% | +2,246.5% | +859.7% |
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