+4,317.3%
CB vs IRM
+9,145.3%
-4,828.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -2.0% |
| 7D | +0.2% | -8.6% | +8.9% | +2.6% |
| 30D | +9.1% | -8.0% | +17.0% | +11.2% |
| 3M | +3.4% | -12.0% | +15.4% | +6.5% |
| 6M | +14.1% | -18.2% | +32.3% | +19.3% |
| YTD | +18.0% | +31.4% | -13.3% | +6.8% |
| 1Y | +30.1% | +9.2% | +21.0% | +23.9% |
| 3Y | +71.8% | +94.6% | -22.8% | +33.8% |
| 5Y | +101.8% | +170.2% | -68.3% | +39.4% |
| 10Y | +252.1% | +464.3% | -212.2% | +87.9% |
| All | +4,317.3% | +9,145.3% | -4,828.0% | +1,273.0% |
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