+61.7%
CF vs IRM
+34.4%
+27.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.9% | -3.0% |
| 7D | +6.0% | -0.5% | +6.5% | +6.0% |
| 30D | +14.8% | -8.1% | +22.9% | +13.8% |
| 3M | +14.1% | -9.7% | +23.7% | +13.2% |
| 6M | +28.5% | +10.0% | +18.5% | +30.5% |
| YTD | +74.9% | +43.0% | +31.9% | +71.2% |
| 1Y | +61.7% | +32.7% | +29.0% | +63.2% |
| All | +61.7% | +34.4% | +27.3% | +63.2% |
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