+4,366.8%
CB vs IRM
+9,515.1%
-5,148.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +0.7% | -5.1% | +5.8% | +1.9% |
| 30D | +8.2% | -3.3% | +11.4% | +8.8% |
| 3M | +6.3% | -8.2% | +14.5% | +8.2% |
| 6M | +16.2% | -12.8% | +28.9% | +19.4% |
| YTD | +19.3% | +36.6% | -17.3% | +6.8% |
| 1Y | +29.2% | +11.9% | +17.3% | +22.2% |
| 3Y | +71.4% | +105.1% | -33.7% | +31.5% |
| 5Y | +104.2% | +182.4% | -78.1% | +39.3% |
| 10Y | +246.7% | +505.1% | -258.5% | +81.4% |
| All | +4,366.8% | +9,515.1% | -5,148.3% | +1,272.8% |
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