+471.5%
CF vs IRM
+520.0%
-48.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.4% |
| 7D | +4.8% | +6.8% | -2.0% | +2.6% |
| 30D | +4.7% | +2.6% | +2.1% | +3.0% |
| 3M | +7.4% | -9.5% | +16.9% | +9.8% |
| 6M | +0.6% | -8.5% | +9.1% | +1.7% |
| YTD | +64.1% | +40.3% | +23.8% | +39.0% |
| 1Y | +51.4% | +28.7% | +22.7% | +32.4% |
| 3Y | +67.8% | +111.8% | -44.0% | +12.1% |
| 5Y | +114.1% | +189.1% | -75.0% | +19.3% |
| All | +471.5% | +520.0% | -48.5% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling