+282.5%
CHTR vs IRM
+1,295.2%
-1,012.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.7% | -7.4% | -7.9% |
| 7D | -15.8% | +3.0% | -18.8% | -16.5% |
| 30D | -12.7% | -5.2% | -7.4% | -11.6% |
| 3M | -1.1% | -8.0% | +6.9% | +0.5% |
| 6M | -39.9% | +9.2% | -49.1% | -42.1% |
| YTD | -35.9% | +41.0% | -76.9% | -42.8% |
| 1Y | -49.2% | +23.3% | -72.4% | -53.0% |
| 3Y | -68.3% | +102.8% | -171.1% | -75.1% |
| 5Y | -83.0% | +192.8% | -275.7% | -88.0% |
| 10Y | -49.3% | +439.6% | -488.9% | -71.0% |
| All | +282.5% | +1,295.2% | -1,012.7% | +73.5% |
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