+36.9%
DXCM vs IWD
+28.1%
+8.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.6% |
| 7D | -3.5% | -0.5% | -3.0% | -2.7% |
| 30D | -5.8% | +2.7% | -8.5% | -8.0% |
| 3M | -4.3% | +0.9% | -5.2% | -4.9% |
| 6M | +31.6% | +10.5% | +21.0% | +18.9% |
| YTD | +19.6% | +23.7% | -4.1% | -3.7% |
| 1Y | +36.9% | +28.7% | +8.1% | +6.8% |
| All | +36.9% | +28.1% | +8.7% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling