+384.5%
DXCM vs IWD
+203.0%
+181.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.2% |
| 7D | +4.9% | +2.3% | +2.7% | +2.9% |
| 30D | -0.2% | +3.6% | -3.8% | -3.1% |
| 3M | -8.9% | +2.2% | -11.1% | -10.5% |
| 6M | +42.3% | +13.0% | +29.3% | +28.0% |
| YTD | +25.6% | +26.5% | -1.0% | +2.4% |
| 1Y | +39.5% | +30.1% | +9.4% | +11.1% |
| 3Y | -15.3% | +84.9% | -100.1% | -50.4% |
| 5Y | -48.4% | +73.4% | -121.8% | -67.7% |
| All | +384.5% | +203.0% | +181.5% | +85.6% |
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