+411.2%
DXCM vs IWF
+377.5%
+33.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.6% |
| 7D | -3.7% | -2.9% | -0.8% | -1.2% |
| 30D | -5.0% | -10.9% | +5.9% | +4.9% |
| 3M | -8.8% | -8.1% | -0.7% | -2.4% |
| 6M | +31.9% | -7.5% | +39.4% | +39.0% |
| YTD | +20.4% | -3.4% | +23.8% | +21.5% |
| 1Y | +45.7% | -5.0% | +50.7% | +49.3% |
| 3Y | -15.0% | +64.0% | -79.0% | -51.0% |
| 5Y | -48.5% | +56.8% | -105.2% | -68.7% |
| 10Y | +411.2% | +381.2% | +30.0% | -10.2% |
| All | +411.2% | +377.5% | +33.8% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling