+42.0%
DXCM vs IWD
+12.7%
+29.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -2.0% |
| 7D | +5.7% | -0.9% | +6.6% | +6.7% |
| 30D | +1.3% | +2.6% | -1.4% | -0.1% |
| 3M | +2.2% | +1.2% | +0.9% | +2.0% |
| 6M | +42.0% | +12.1% | +29.9% | +44.7% |
| All | +42.0% | +12.7% | +29.3% | +44.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling