-28.7%
CG vs IRM
+29.2%
-57.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -6.4% | +3.0% | -9.4% | -7.4% |
| 30D | -7.1% | -5.2% | -1.8% | -5.5% |
| 3M | -1.6% | -8.0% | +6.4% | +0.9% |
| 6M | -8.3% | +9.2% | -17.5% | -12.1% |
| YTD | -23.8% | +41.0% | -64.8% | -33.7% |
| 1Y | -28.7% | +23.3% | -52.0% | -36.7% |
| All | -28.7% | +29.2% | -57.9% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling