+373.3%
DXCM vs IWF
+389.3%
-16.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | -3.6% | +5.3% | -8.9% | -8.1% |
| 30D | -4.3% | -8.6% | +4.3% | +3.3% |
| 3M | -10.4% | -6.5% | -3.8% | -5.5% |
| 6M | +33.1% | -5.6% | +38.8% | +37.8% |
| YTD | +22.6% | -1.5% | +24.2% | +21.6% |
| 1Y | +36.5% | -2.8% | +39.4% | +37.0% |
| 3Y | -13.5% | +67.1% | -80.6% | -51.0% |
| 5Y | -49.6% | +57.6% | -107.3% | -69.6% |
| All | +373.3% | +389.3% | -16.0% | -25.2% |
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