-12.3%
DXCM vs IWD
+84.1%
-96.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +0.1% |
| 7D | -4.4% | +1.3% | -5.6% | -5.4% |
| 30D | -3.6% | +3.6% | -7.2% | -6.7% |
| 3M | -4.3% | +2.3% | -6.7% | -6.4% |
| 6M | +33.8% | +13.0% | +20.7% | +18.8% |
| YTD | +22.1% | +26.2% | -4.0% | -2.4% |
| 1Y | +47.4% | +30.5% | +16.9% | +14.1% |
| 3Y | -12.3% | +86.2% | -98.5% | -49.3% |
| All | -12.3% | +84.1% | -96.4% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling