+41.7%
IGV vs DXCM
-18.8%
+60.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.8% | +0.7% |
| 7D | -5.2% | -3.5% | -1.7% | -4.7% |
| 30D | -10.0% | -5.8% | -4.2% | -9.3% |
| 3M | -0.5% | -4.3% | +3.8% | 0.0% |
| 6M | +12.6% | +31.6% | -18.9% | +7.9% |
| YTD | -6.4% | +19.6% | -26.1% | -9.3% |
| 1Y | -9.5% | +36.9% | -46.4% | -13.9% |
| 3Y | +41.7% | -16.3% | +58.0% | +36.1% |
| All | +41.7% | -18.8% | +60.5% | +36.1% |
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 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