+547.9%
IREN vs DXCM
-18.8%
+566.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -6.0% | +26.0% | +21.3% |
| 7D | -9.6% | -3.5% | -6.1% | -9.4% |
| 30D | -44.1% | -5.8% | -38.3% | -43.6% |
| 3M | -42.9% | -4.3% | -38.6% | -42.9% |
| 6M | -64.5% | +31.6% | -96.1% | -68.0% |
| YTD | -42.7% | +19.6% | -62.4% | -46.7% |
| 1Y | -67.7% | +36.9% | -104.5% | -70.9% |
| 3Y | +547.9% | -16.3% | +564.2% | +478.1% |
| All | +547.9% | -18.8% | +566.7% | +478.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling