+2,894.9%
DXCM vs IWD
+533.5%
+2,361.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.3% |
| 7D | -3.2% | -0.3% | -2.9% | -2.9% |
| 30D | +6.3% | +0.6% | +5.8% | +5.7% |
| 3M | +21.1% | +7.2% | +13.9% | +12.5% |
| 6M | +20.6% | +16.2% | +4.4% | +2.9% |
| YTD | +32.4% | +23.3% | +9.1% | +6.0% |
| 1Y | +8.8% | +29.6% | -20.7% | -17.4% |
| 3Y | -13.7% | +70.5% | -84.2% | -51.6% |
| 5Y | -35.2% | +73.5% | -108.7% | -63.6% |
| 10Y | +281.8% | +198.3% | +83.5% | +11.4% |
| All | +2,894.9% | +533.5% | +2,361.4% | +259.2% |
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