-22.1%
CG vs IRM
+12.7%
-34.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.0% |
| 7D | -3.8% | -5.3% | +1.4% | -1.9% |
| 30D | +7.5% | -2.3% | +9.8% | +8.4% |
| 3M | -14.4% | -7.4% | -6.9% | -12.3% |
| 6M | -15.7% | -12.2% | -3.4% | -12.0% |
| YTD | -29.0% | +38.6% | -67.6% | -39.8% |
| 1Y | -22.1% | +14.9% | -37.0% | -26.8% |
| All | -22.1% | +12.7% | -34.8% | -26.8% |
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