+2,637.5%
DXCM vs IRM
+1,560.2%
+1,077.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.1% |
| 7D | -9.2% | -5.3% | -3.9% | -7.3% |
| 30D | -6.5% | -2.3% | -4.2% | -5.9% |
| 3M | -10.3% | -7.4% | -2.8% | -8.1% |
| 6M | +35.4% | -12.2% | +47.6% | +40.5% |
| YTD | +21.1% | +38.6% | -17.6% | +1.9% |
| 1Y | +38.2% | +14.9% | +23.3% | +25.8% |
| 3Y | -14.6% | +108.2% | -122.7% | -42.2% |
| 5Y | -49.6% | +183.8% | -233.4% | -70.8% |
| 10Y | +393.1% | +512.6% | -119.5% | +78.1% |
| All | +2,637.5% | +1,560.2% | +1,077.3% | +506.6% |
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