-38.6%
DXCM vs IRM
+192.5%
-231.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.2% | -3.6% |
| 7D | -6.2% | +1.6% | -7.9% | -6.8% |
| 30D | -0.3% | -4.2% | +3.9% | +1.0% |
| 3M | +10.3% | -5.4% | +15.7% | +11.6% |
| 6M | +24.1% | +12.0% | +12.1% | +16.4% |
| YTD | +27.4% | +42.0% | -14.7% | +7.4% |
| 1Y | +8.4% | +29.9% | -21.5% | -6.2% |
| 3Y | -19.0% | +104.4% | -123.3% | -46.6% |
| 5Y | -38.6% | +191.0% | -229.6% | -68.0% |
| All | -38.6% | +192.5% | -231.1% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling