+840.4%
IVV vs DXCM
+2,696.7%
-1,856.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -3.8% |
| 7D | -4.8% | +5.7% | -10.4% | -5.5% |
| 30D | -5.9% | +1.3% | -7.2% | -6.2% |
| 3M | -4.5% | +2.2% | -6.7% | -5.0% |
| 6M | +1.8% | +42.0% | -40.2% | -3.6% |
| YTD | +8.4% | +27.3% | -18.9% | +3.9% |
| 1Y | +9.4% | +42.5% | -33.1% | +3.1% |
| 3Y | +75.3% | -13.3% | +88.6% | +70.3% |
| 5Y | +67.8% | -46.8% | +114.6% | +70.3% |
| 10Y | +314.2% | +445.8% | -131.6% | +189.0% |
| All | +840.4% | +2,696.7% | -1,856.3% | +318.2% |
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