-6.5%
CF vs IRM
-17.5%
+11.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -11.1% | +17.3% | +2.3% |
| 7D | +0.4% | -10.9% | +11.3% | -3.1% |
| 30D | +2.2% | -9.4% | +11.6% | -0.9% |
| 3M | +2.1% | -16.4% | +18.5% | -2.9% |
| 6M | -6.5% | -18.7% | +12.2% | -11.8% |
| All | -6.5% | -17.5% | +11.0% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling