+91.9%
IREN vs DXCM
-47.8%
+139.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.8% | +8.9% | +6.6% |
| 7D | +27.5% | -6.2% | +33.7% | +30.6% |
| 30D | +13.8% | -0.3% | +14.1% | +13.4% |
| 3M | -20.7% | +10.3% | -31.0% | -25.6% |
| 6M | +27.9% | +24.1% | +3.7% | +13.0% |
| YTD | +24.3% | +27.4% | -3.1% | +9.0% |
| 1Y | +79.2% | +8.4% | +70.8% | +65.9% |
| 3Y | +904.9% | -19.0% | +923.9% | +839.0% |
| All | +91.9% | -47.8% | +139.7% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 10y: compounded portfolio wealth divided by compounded DXCM 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…
10y analysis · Full analysis span regression · 6 months rolling