+2,894.9%
DXCM vs IRM
+1,612.3%
+1,282.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.7% |
| 7D | -3.2% | -0.5% | -2.8% | -3.1% |
| 30D | +6.3% | -8.1% | +14.4% | +9.8% |
| 3M | +21.1% | -9.7% | +30.8% | +25.1% |
| 6M | +20.6% | +10.0% | +10.6% | +13.7% |
| YTD | +32.4% | +43.0% | -10.6% | +10.6% |
| 1Y | +8.8% | +32.7% | -23.8% | -7.0% |
| 3Y | -13.7% | +102.7% | -116.5% | -40.7% |
| 5Y | -35.2% | +187.6% | -222.7% | -62.5% |
| 10Y | +281.8% | +420.1% | -138.3% | +51.9% |
| All | +2,894.9% | +1,612.3% | +1,282.6% | +558.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling