+1,271.2%
IGV vs DXCM
+2,529.5%
-1,258.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.8% | +1.0% |
| 7D | -5.2% | -3.5% | -1.7% | -4.7% |
| 30D | -10.0% | -5.8% | -4.2% | -9.2% |
| 3M | -0.5% | -4.3% | +3.8% | 0.0% |
| 6M | +12.6% | +31.6% | -18.9% | +6.5% |
| YTD | -6.4% | +19.6% | -26.1% | -10.2% |
| 1Y | -9.5% | +36.9% | -46.4% | -15.4% |
| 3Y | +41.7% | -16.3% | +58.0% | +38.0% |
| 5Y | +12.7% | -50.0% | +62.7% | +17.5% |
| 10Y | +354.1% | +413.2% | -59.1% | +210.7% |
| All | +1,271.2% | +2,529.5% | -1,258.3% | +501.2% |
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