+107.8%
CB vs IRM
+187.5%
-79.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +2.9% | +6.8% | -3.9% | +2.0% |
| 30D | +7.3% | +2.6% | +4.7% | +6.7% |
| 3M | +9.4% | -9.5% | +18.9% | +10.7% |
| 6M | +19.6% | -8.5% | +28.1% | +20.6% |
| YTD | +21.5% | +40.3% | -18.8% | +12.8% |
| 1Y | +28.0% | +28.7% | -0.7% | +20.7% |
| 3Y | +74.9% | +111.8% | -37.0% | +41.0% |
| All | +107.8% | +187.5% | -79.7% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling