-38.6%
DXCM vs IWF
+73.3%
-111.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.6% |
| 7D | -6.2% | +1.5% | -7.7% | -7.4% |
| 30D | -0.3% | -1.3% | +1.0% | +0.7% |
| 3M | +10.3% | +0.1% | +10.2% | +9.4% |
| 6M | +24.1% | +10.3% | +13.9% | +12.4% |
| YTD | +27.4% | +4.2% | +23.2% | +21.3% |
| 1Y | +8.4% | +9.3% | -0.9% | -1.9% |
| 3Y | -19.0% | +79.3% | -98.3% | -57.2% |
| 5Y | -38.6% | +73.8% | -112.4% | -64.8% |
| All | -38.6% | +73.3% | -111.9% | -64.8% |
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 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