+204.4%
IEFA vs DXCM
+2,383.8%
-2,179.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.1% |
| 7D | +2.2% | +4.9% | -2.7% | +1.7% |
| 30D | +1.1% | -0.2% | +1.2% | +1.0% |
| 3M | -4.3% | -8.9% | +4.6% | -3.5% |
| 6M | +1.4% | +42.3% | -40.9% | -2.8% |
| YTD | +10.1% | +25.6% | -15.5% | +6.8% |
| 1Y | +12.9% | +39.5% | -26.6% | +8.3% |
| 3Y | +65.8% | -15.3% | +81.1% | +62.4% |
| 5Y | +47.7% | -48.4% | +96.1% | +49.0% |
| 10Y | +146.8% | +411.4% | -264.6% | +94.6% |
| All | +204.4% | +2,383.8% | -2,179.4% | +102.2% |
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 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