+142.2%
IEFA vs DXCM
+266.8%
-124.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.4% | -5.8% | +3.4% | -1.8% |
| 30D | -2.1% | -5.6% | +3.5% | -1.5% |
| 3M | +5.5% | +13.0% | -7.5% | +3.9% |
| 6M | +8.1% | +24.7% | -16.5% | +5.2% |
| YTD | +11.9% | +27.3% | -15.4% | +8.6% |
| 1Y | +18.1% | +11.2% | +6.9% | +15.8% |
| 3Y | +65.5% | -19.0% | +84.5% | +62.5% |
| 5Y | +50.1% | -38.5% | +88.5% | +48.3% |
| All | +142.2% | +266.8% | -124.6% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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