+5,331.8%
CF vs IRM
+1,238.8%
+4,093.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | -3.2% | -8.6% | +5.4% | -0.4% |
| 30D | +4.3% | -8.0% | +12.3% | +6.8% |
| 3M | +2.8% | -12.0% | +14.8% | +6.7% |
| 6M | +0.6% | -18.2% | +18.8% | +6.5% |
| YTD | +56.6% | +31.4% | +25.3% | +33.5% |
| 1Y | +49.6% | +9.2% | +40.4% | +37.5% |
| 3Y | +61.5% | +94.6% | -33.1% | +9.7% |
| 5Y | +124.0% | +170.2% | -46.2% | +26.9% |
| 10Y | +573.2% | +464.3% | +108.9% | +155.3% |
| All | +5,331.8% | +1,238.8% | +4,093.1% | +1,151.5% |
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