+2,777.7%
DXCM vs IWD
+537.6%
+2,240.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -1.8% |
| 7D | +5.7% | -0.9% | +6.6% | +6.9% |
| 30D | +1.3% | +2.6% | -1.4% | -1.3% |
| 3M | +2.2% | +1.2% | +0.9% | +0.9% |
| 6M | +42.0% | +12.1% | +29.9% | +25.7% |
| YTD | +27.3% | +24.1% | +3.1% | +1.2% |
| 1Y | +42.5% | +28.5% | +14.0% | +9.2% |
| 3Y | -13.3% | +79.5% | -92.8% | -53.9% |
| 5Y | -46.8% | +70.3% | -117.1% | -69.5% |
| 10Y | +445.8% | +212.5% | +233.2% | +50.7% |
| All | +2,777.7% | +537.6% | +2,240.1% | +243.0% |
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