+217.5%
IEFA vs DXCM
+2,520.0%
-2,302.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | +0.6% | -3.2% | +3.8% | +0.9% |
| 30D | +1.0% | +6.3% | -5.3% | +0.4% |
| 3M | +4.7% | +21.1% | -16.4% | +2.3% |
| 6M | +8.6% | +20.6% | -12.0% | +6.0% |
| YTD | +14.8% | +32.4% | -17.6% | +10.9% |
| 1Y | +22.6% | +8.8% | +13.8% | +20.5% |
| 3Y | +67.0% | -13.7% | +80.7% | +63.0% |
| 5Y | +52.3% | -35.2% | +87.5% | +50.1% |
| 10Y | +147.3% | +281.8% | -134.5% | +101.0% |
| All | +217.5% | +2,520.0% | -2,302.5% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling