+331.2%
CG vs IRM
+418.7%
-87.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -6.4% | +3.0% | -9.4% | -7.7% |
| 30D | -7.1% | -5.2% | -1.8% | -5.0% |
| 3M | -1.6% | -8.0% | +6.4% | +1.7% |
| 6M | -8.3% | +9.2% | -17.5% | -12.8% |
| YTD | -23.8% | +41.0% | -64.8% | -36.0% |
| 1Y | -28.7% | +23.3% | -52.0% | -36.6% |
| 3Y | +49.2% | +102.8% | -53.7% | +1.7% |
| 5Y | +5.5% | +192.8% | -187.3% | -38.9% |
| 10Y | +331.2% | +439.6% | -108.4% | +91.0% |
| All | +331.2% | +418.7% | -87.5% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling