+1,291.3%
IGV vs DXCM
+2,546.4%
-1,255.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -2.3% | -3.7% | +1.4% | -1.7% |
| 30D | -11.0% | -5.0% | -6.0% | -10.3% |
| 3M | -4.5% | -8.8% | +4.4% | -3.1% |
| 6M | +10.1% | +31.9% | -21.8% | +4.1% |
| YTD | -5.1% | +20.4% | -25.5% | -9.0% |
| 1Y | -10.2% | +45.7% | -56.0% | -17.0% |
| 3Y | +37.7% | -15.0% | +52.8% | +33.8% |
| 5Y | +15.7% | -48.5% | +64.2% | +20.1% |
| 10Y | +357.1% | +411.2% | -54.1% | +213.0% |
| All | +1,291.3% | +2,546.4% | -1,255.1% | +509.3% |
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