+73.0%
CF vs IRM
+103.0%
-30.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.9% | -3.4% |
| 7D | +6.0% | -0.5% | +6.5% | +6.0% |
| 30D | +14.8% | -8.1% | +22.9% | +15.6% |
| 3M | +14.1% | -9.7% | +23.7% | +15.0% |
| 6M | +28.5% | +10.0% | +18.5% | +26.1% |
| YTD | +74.9% | +43.0% | +31.9% | +62.5% |
| 1Y | +61.7% | +32.7% | +29.0% | +51.6% |
| All | +73.0% | +103.0% | -30.0% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling