+65.2%
IEFA vs DXCM
-19.6%
+84.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.5% | -6.5% | +6.0% | -0.1% |
| 30D | -1.1% | -4.3% | +3.2% | -0.8% |
| 3M | +5.1% | +7.3% | -2.2% | +4.5% |
| 6M | +9.3% | +22.0% | -12.7% | +7.6% |
| YTD | +13.0% | +26.4% | -13.4% | +10.9% |
| 1Y | +19.2% | +7.0% | +12.2% | +18.0% |
| All | +65.2% | -19.6% | +84.8% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling