+309.6%
IVV vs DXCM
+421.6%
-112.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.1% |
| 7D | +0.1% | -4.4% | +4.4% | +0.7% |
| 30D | -3.3% | -3.6% | +0.3% | -2.9% |
| 3M | -2.4% | -4.3% | +2.0% | -2.0% |
| 6M | +2.6% | +33.8% | -31.2% | -2.2% |
| YTD | +11.3% | +22.1% | -10.9% | +7.2% |
| 1Y | +13.4% | +47.4% | -34.0% | +6.3% |
| 3Y | +80.3% | -12.3% | +92.6% | +74.1% |
| 5Y | +72.7% | -49.1% | +121.8% | +75.0% |
| 10Y | +309.6% | +423.1% | -113.5% | +234.7% |
| All | +309.6% | +421.6% | -112.0% | +234.7% |
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