+41.1%
IGV vs DXCM
-19.4%
+60.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.3% |
| 7D | -3.3% | -6.2% | +2.9% | -2.4% |
| 30D | 0.0% | -0.3% | +0.2% | 0.0% |
| 3M | +7.3% | +10.3% | -3.0% | +5.7% |
| 6M | +16.7% | +24.1% | -7.4% | +12.9% |
| YTD | -2.8% | +27.4% | -30.2% | -6.4% |
| 1Y | -6.7% | +8.4% | -15.0% | -8.5% |
| 3Y | +41.1% | -19.0% | +60.1% | +40.4% |
| All | +41.1% | -19.4% | +60.6% | +40.4% |
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