+7.0%
DXCM vs IWF
+8.6%
-1.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -4.3% | -1.4% | -2.9% | -3.9% |
| 3M | +7.3% | +0.4% | +6.8% | +6.8% |
| 6M | +22.0% | +8.5% | +13.6% | +16.1% |
| YTD | +26.4% | +3.7% | +22.7% | +21.9% |
| 1Y | +7.0% | +8.5% | -1.5% | +8.2% |
| All | +7.0% | +8.6% | -1.6% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling