+2,662.2%
DXCM vs IWF
+1,143.8%
+1,518.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | -1.1% |
| 7D | -4.4% | -1.0% | -3.3% | -3.5% |
| 30D | -3.6% | -10.1% | +6.5% | +7.6% |
| 3M | -4.3% | -7.6% | +3.3% | +3.2% |
| 6M | +33.8% | -6.7% | +40.5% | +41.0% |
| YTD | +22.1% | -2.5% | +24.7% | +22.0% |
| 1Y | +47.4% | -2.1% | +49.5% | +46.0% |
| 3Y | -12.3% | +68.6% | -80.9% | -56.0% |
| 5Y | -49.1% | +55.8% | -104.9% | -71.8% |
| 10Y | +423.1% | +383.3% | +39.9% | -32.4% |
| All | +2,662.2% | +1,143.8% | +1,518.3% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling