+364.4%
IGV vs DXCM
+253.0%
+111.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.5% | -6.5% | +4.9% | 0.0% |
| 30D | -3.0% | -4.3% | +1.3% | -2.0% |
| 3M | +9.6% | +7.3% | +2.3% | +7.5% |
| 6M | +16.1% | +22.0% | -5.9% | +10.2% |
| YTD | -3.6% | +26.4% | -30.0% | -9.4% |
| 1Y | -7.8% | +7.0% | -14.8% | -10.8% |
| 3Y | +40.0% | -19.6% | +59.6% | +35.7% |
| 5Y | +21.2% | -39.3% | +60.5% | +21.4% |
| 10Y | +364.4% | +260.9% | +103.5% | +256.1% |
| All | +364.4% | +253.0% | +111.4% | +256.1% |
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 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