-50.1%
DXCM vs IWF
+50.3%
-100.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.2% | -7.0% |
| 7D | -3.5% | -5.0% | +1.5% | +0.5% |
| 30D | -5.8% | -13.2% | +7.4% | +5.6% |
| 3M | -4.3% | -9.4% | +5.1% | +3.1% |
| 6M | +31.6% | -8.6% | +40.1% | +39.4% |
| YTD | +19.6% | -5.3% | +25.0% | +22.6% |
| 1Y | +36.9% | -5.0% | +41.8% | +39.6% |
| 3Y | -16.3% | +64.6% | -80.9% | -52.8% |
| All | -50.1% | +50.3% | -100.4% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling