+45.7%
DXCM vs IWF
-4.2%
+49.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.1% |
| 7D | -3.7% | -2.9% | -0.8% | -2.7% |
| 30D | -5.0% | -10.9% | +5.9% | -1.4% |
| 3M | -8.8% | -8.1% | -0.7% | -6.4% |
| 6M | +31.9% | -7.5% | +39.4% | +34.6% |
| YTD | +20.4% | -3.4% | +23.8% | +19.7% |
| 1Y | +45.7% | -5.0% | +50.7% | +46.8% |
| All | +45.7% | -4.2% | +49.9% | +46.8% |
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