+260.9%
DXCM vs IWF
+412.6%
-151.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -6.5% | +0.5% | -7.0% | -6.9% |
| 30D | -4.3% | -1.4% | -2.9% | -3.2% |
| 3M | +7.3% | +0.4% | +6.8% | +5.9% |
| 6M | +22.0% | +8.5% | +13.6% | +11.6% |
| YTD | +26.4% | +3.7% | +22.7% | +20.5% |
| 1Y | +7.0% | +8.5% | -1.5% | -2.9% |
| 3Y | -19.6% | +78.5% | -98.1% | -57.0% |
| 5Y | -39.3% | +73.6% | -112.9% | -66.3% |
| 10Y | +260.9% | +421.3% | -160.4% | -45.3% |
| All | +260.9% | +412.6% | -151.7% | -45.3% |
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