+862.3%
IVV vs DXCM
+2,546.4%
-1,684.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.2% |
| 7D | -0.6% | -3.7% | +3.1% | -0.1% |
| 30D | -3.7% | -5.0% | +1.3% | -3.1% |
| 3M | -2.7% | -8.8% | +6.1% | -1.7% |
| 6M | +2.2% | +31.9% | -29.6% | -2.3% |
| YTD | +10.9% | +20.4% | -9.5% | +7.1% |
| 1Y | +11.3% | +45.7% | -34.4% | +4.6% |
| 3Y | +76.9% | -15.0% | +91.9% | +72.3% |
| 5Y | +73.5% | -48.5% | +121.9% | +76.8% |
| 10Y | +307.4% | +411.2% | -103.9% | +186.8% |
| All | +862.3% | +2,546.4% | -1,684.1% | +331.1% |
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