+75.4%
IVV vs DXCM
-18.8%
+94.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +0.9% |
| 7D | -2.7% | -3.5% | +0.8% | -2.4% |
| 30D | -5.4% | -5.8% | +0.4% | -4.9% |
| 3M | -4.1% | -4.3% | +0.3% | -3.8% |
| 6M | +0.7% | +31.6% | -30.8% | -2.1% |
| YTD | +8.7% | +19.6% | -10.9% | +6.5% |
| 1Y | +11.0% | +36.9% | -25.9% | +7.4% |
| 3Y | +75.4% | -16.3% | +91.7% | +68.4% |
| All | +75.4% | -18.8% | +94.2% | +68.4% |
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