+2,894.9%
DXCM vs IWF
+1,233.5%
+1,661.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | +0.5% | -3.8% | -3.8% |
| 30D | +6.3% | -0.4% | +6.7% | +6.6% |
| 3M | +21.1% | -2.6% | +23.7% | +23.2% |
| 6M | +20.6% | +9.1% | +11.4% | +7.4% |
| YTD | +32.4% | +4.5% | +28.0% | +23.7% |
| 1Y | +8.8% | +10.1% | -1.2% | -4.9% |
| 3Y | -13.7% | +77.6% | -91.4% | -58.8% |
| 5Y | -35.2% | +73.7% | -108.9% | -68.0% |
| 10Y | +281.8% | +411.5% | -129.7% | -53.0% |
| All | +2,894.9% | +1,233.5% | +1,661.4% | +9.9% |
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 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