+51.1%
IEFA vs DXCM
-38.0%
+89.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.5% | -6.5% | +6.0% | +0.3% |
| 30D | -1.1% | -4.3% | +3.2% | -0.7% |
| 3M | +5.1% | +7.3% | -2.2% | +4.0% |
| 6M | +9.3% | +22.0% | -12.7% | +6.4% |
| YTD | +13.0% | +26.4% | -13.4% | +9.5% |
| 1Y | +19.2% | +7.0% | +12.2% | +17.3% |
| 3Y | +67.0% | -19.6% | +86.6% | +63.3% |
| 5Y | +51.1% | -39.3% | +90.4% | +46.2% |
| All | +51.1% | -38.0% | +89.1% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling