+423.1%
DXCM vs IRM
+480.4%
-57.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.0% |
| 7D | -4.4% | -3.8% | -0.6% | -3.4% |
| 30D | -3.6% | -3.2% | -0.4% | -2.9% |
| 3M | -4.3% | -7.8% | +3.4% | -2.6% |
| 6M | +33.8% | -12.7% | +46.5% | +37.4% |
| YTD | +22.1% | +36.7% | -14.6% | +9.0% |
| 1Y | +47.4% | +10.0% | +37.4% | +40.1% |
| 3Y | -12.3% | +107.2% | -119.5% | -32.2% |
| 5Y | -49.1% | +181.6% | -230.7% | -64.0% |
| 10Y | +423.1% | +481.1% | -58.0% | +211.8% |
| All | +423.1% | +480.4% | -57.3% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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