+411.2%
DXCM vs IWD
+203.8%
+207.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.7% | +1.6% | -5.2% | -4.8% |
| 30D | -5.0% | +3.6% | -8.6% | -7.7% |
| 3M | -8.8% | +2.0% | -10.9% | -10.4% |
| 6M | +31.9% | +13.1% | +18.8% | +18.5% |
| YTD | +20.4% | +26.2% | -5.8% | -1.6% |
| 1Y | +45.7% | +29.6% | +16.2% | +16.5% |
| 3Y | -15.0% | +84.3% | -99.3% | -50.1% |
| 5Y | -48.5% | +73.4% | -121.9% | -67.7% |
| 10Y | +411.2% | +202.4% | +208.8% | +94.1% |
| All | +411.2% | +203.8% | +207.5% | +94.1% |
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