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  • CEG vs IRM✓SelectedUSD · IRMCEG vs IRM performance historyLatest closeAs of+4.88%09/04
Stock and ETF performance explorer

CEG vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-2.7%
IRM return
+34.4%
Excess return
-37.1%
Maximum drawdown
-41.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
1D+4.9%+1.6%+3.2%+4.2%
7D+8.0%-0.5%+8.5%+8.2%
30D+12.9%-8.1%+21.0%+17.2%
3M+13.2%-9.7%+22.8%+18.2%
6M-7.0%+10.0%-17.0%-9.9%
YTD-15.0%+43.0%-58.0%-26.7%
1Y-2.7%+32.7%-35.4%-11.3%
All-2.7%+34.4%-37.1%-11.3%

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 1y: 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…

1y analysis · Full analysis span regression · 6 months rolling