+151.9%
IWM vs DXCM
+412.4%
-260.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.3% | -9.2% | +8.9% | +1.3% |
| 30D | +1.9% | -6.5% | +8.4% | +2.9% |
| 3M | -5.7% | -10.3% | +4.6% | -4.2% |
| 6M | -0.3% | +35.4% | -35.7% | -6.2% |
| YTD | +15.8% | +21.1% | -5.3% | +10.8% |
| 1Y | +17.1% | +38.2% | -21.1% | +9.5% |
| 3Y | +73.1% | -14.6% | +87.6% | +66.9% |
| 5Y | +25.9% | -49.6% | +75.4% | +28.7% |
| 10Y | +151.9% | +393.1% | -241.2% | +92.8% |
| All | +151.9% | +412.4% | -260.5% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 10y: compounded portfolio wealth divided by compounded DXCM 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…
10y analysis · Full analysis span regression · 6 months rolling