+316.4%
CFG vs IRM
+549.5%
-233.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -0.9% | -8.6% | +7.7% | +2.5% |
| 30D | +1.1% | -8.0% | +9.0% | +4.1% |
| 3M | -12.0% | -12.0% | 0.0% | -7.9% |
| 6M | -2.2% | -18.2% | +15.9% | +4.9% |
| YTD | +11.4% | +31.4% | -20.0% | -2.7% |
| 1Y | +27.8% | +9.2% | +18.7% | +20.2% |
| 3Y | +173.3% | +94.6% | +78.7% | +91.2% |
| 5Y | +62.4% | +170.2% | -107.7% | -3.4% |
| 10Y | +249.6% | +464.3% | -214.7% | +49.0% |
| All | +316.4% | +549.5% | -233.1% | +64.9% |
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