+2,605.6%
DXCM vs IRM
+1,473.0%
+1,132.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -6.9% | -6.4% |
| 7D | -3.5% | -8.6% | +5.1% | 0.0% |
| 30D | -5.8% | -8.0% | +2.2% | -2.8% |
| 3M | -4.3% | -12.0% | +7.6% | +0.1% |
| 6M | +31.6% | -18.2% | +49.7% | +40.5% |
| YTD | +19.6% | +31.4% | -11.7% | +3.0% |
| 1Y | +36.9% | +9.2% | +27.7% | +27.0% |
| 3Y | -16.3% | +94.6% | -110.8% | -41.8% |
| 5Y | -50.0% | +170.2% | -220.2% | -70.4% |
| 10Y | +413.2% | +464.3% | -51.1% | +92.3% |
| All | +2,605.6% | +1,473.0% | +1,132.7% | +513.2% |
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