+5,294.5%
CF vs IRM
+1,226.0%
+4,068.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -11.1% | +17.3% | +10.5% |
| 7D | +0.4% | -10.9% | +11.3% | +4.3% |
| 30D | +2.2% | -9.4% | +11.6% | +5.3% |
| 3M | +2.1% | -16.4% | +18.5% | +8.1% |
| 6M | -6.5% | -18.7% | +12.2% | -0.8% |
| YTD | +55.6% | +30.1% | +25.5% | +33.1% |
| 1Y | +42.3% | +8.5% | +33.8% | +31.0% |
| 3Y | +55.7% | +88.0% | -32.3% | +7.4% |
| 5Y | +122.4% | +167.6% | -45.1% | +26.5% |
| 10Y | +568.5% | +458.9% | +109.7% | +154.5% |
| All | +5,294.5% | +1,226.0% | +4,068.6% | +1,147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling