+12.1%
IVV vs DXCM
+40.2%
-28.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +3.3% | -3.6% | +7.0% | +3.7% |
| 30D | -2.7% | -4.3% | +1.7% | -2.3% |
| 3M | -1.7% | -10.4% | +8.7% | -0.8% |
| 6M | +3.2% | +33.1% | -30.0% | -0.3% |
| YTD | +12.0% | +22.6% | -10.6% | +9.6% |
| 1Y | +12.1% | +36.5% | -24.4% | +7.2% |
| All | +12.1% | +40.2% | -28.1% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling