+109.5%
CF vs IRM
+185.3%
-75.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.7% |
| 7D | -0.9% | -3.8% | +2.9% | -0.6% |
| 30D | +6.9% | -3.2% | +10.1% | +7.0% |
| 3M | +4.8% | -7.8% | +12.6% | +5.7% |
| 6M | +4.7% | -12.7% | +17.4% | +6.3% |
| YTD | +56.5% | +36.7% | +19.8% | +40.4% |
| 1Y | +48.4% | +10.0% | +38.4% | +41.2% |
| 3Y | +59.1% | +107.2% | -48.1% | +17.1% |
| 5Y | +109.5% | +181.6% | -72.0% | +27.0% |
| All | +109.5% | +185.3% | -75.8% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling