+2,637.6%
DXCM vs IWD
+551.0%
+2,086.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.1% |
| 7D | -9.2% | -0.6% | -8.6% | -8.6% |
| 30D | -6.5% | +3.6% | -10.1% | -9.8% |
| 3M | -10.3% | +2.7% | -12.9% | -12.7% |
| 6M | +35.4% | +13.2% | +22.2% | +18.7% |
| YTD | +21.1% | +26.8% | -5.7% | -5.8% |
| 1Y | +38.2% | +29.3% | +9.0% | +5.3% |
| 3Y | -14.6% | +85.1% | -99.7% | -56.0% |
| 5Y | -49.6% | +74.2% | -123.8% | -71.8% |
| 10Y | +393.1% | +204.6% | +188.5% | +40.8% |
| All | +2,637.6% | +551.0% | +2,086.6% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling