+404.2%
DXCM vs IWD
+207.5%
+196.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.7% |
| 7D | -3.5% | -0.5% | -3.0% | -2.9% |
| 30D | -5.8% | +2.7% | -8.5% | -7.8% |
| 3M | -4.3% | +0.9% | -5.2% | -5.0% |
| 6M | +31.6% | +10.5% | +21.0% | +20.6% |
| YTD | +19.6% | +23.7% | -4.1% | -0.4% |
| 1Y | +36.9% | +28.7% | +8.1% | +10.0% |
| 3Y | -16.3% | +79.7% | -96.0% | -49.7% |
| 5Y | -50.0% | +69.7% | -119.7% | -68.1% |
| All | +404.2% | +207.5% | +196.7% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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