+271.0%
CG vs IRM
+524.5%
-253.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -5.2% |
| 7D | -1.5% | +8.6% | -10.1% | -5.2% |
| 30D | +5.7% | 0.0% | +5.7% | +5.5% |
| 3M | -17.9% | -7.1% | -10.7% | -15.6% |
| 6M | -20.2% | -7.9% | -12.3% | -17.9% |
| YTD | -32.0% | +41.3% | -73.3% | -43.3% |
| 1Y | -27.0% | +20.7% | -47.8% | -34.6% |
| 3Y | +42.8% | +112.2% | -69.4% | -5.6% |
| 5Y | -23.4% | +191.2% | -214.7% | -56.1% |
| All | +271.0% | +524.5% | -253.5% | +61.0% |
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