-11.1%
CHYM vs IRM
+18.6%
-29.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.2% |
| 7D | -2.3% | -1.4% | -0.8% | -1.7% |
| 30D | +4.4% | -7.4% | +11.8% | +7.3% |
| 3M | +91.3% | -7.4% | +98.7% | +94.3% |
| 6M | +44.0% | +8.7% | +35.3% | +33.9% |
| YTD | +31.1% | +40.9% | -9.8% | +2.7% |
| 1Y | +37.8% | +20.5% | +17.3% | +20.3% |
| All | -11.1% | +18.6% | -29.7% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling