+36.5%
DXCM vs IRM
+16.9%
+19.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | -3.6% | +8.6% | -12.2% | -4.2% |
| 30D | -4.3% | 0.0% | -4.3% | -4.2% |
| 3M | -10.4% | -7.1% | -3.2% | -10.1% |
| 6M | +33.1% | -7.9% | +41.0% | +33.5% |
| YTD | +22.6% | +41.3% | -18.7% | +13.2% |
| 1Y | +36.5% | +20.7% | +15.8% | +32.1% |
| All | +36.5% | +16.9% | +19.7% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling