+140.4%
CI vs IRM
+407.3%
-266.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.7% |
| 7D | -2.0% | +1.6% | -3.6% | -2.4% |
| 30D | -1.8% | -4.2% | +2.4% | -0.9% |
| 3M | -4.2% | -5.4% | +1.1% | -3.3% |
| 6M | +2.7% | +12.0% | -9.3% | -1.3% |
| YTD | +1.9% | +42.0% | -40.1% | -8.4% |
| 1Y | -6.3% | +29.9% | -36.1% | -14.1% |
| 3Y | +3.9% | +104.4% | -100.5% | -20.8% |
| 5Y | +41.9% | +191.0% | -149.1% | -6.6% |
| 10Y | +140.4% | +417.1% | -276.7% | +21.5% |
| All | +140.4% | +407.3% | -266.9% | +21.5% |
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 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