+142.2%
CI vs IRM
+524.5%
-382.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.2% |
| 7D | -1.7% | +8.6% | -10.3% | -3.7% |
| 30D | +4.9% | 0.0% | +4.9% | +4.5% |
| 3M | +7.4% | -7.1% | +14.5% | +8.8% |
| 6M | +0.4% | -7.9% | +8.3% | +1.5% |
| YTD | +9.5% | +41.3% | -31.8% | -2.1% |
| 1Y | +12.0% | +20.7% | -8.8% | +4.3% |
| 3Y | +7.1% | +112.2% | -105.1% | -20.2% |
| 5Y | +49.3% | +191.2% | -141.9% | -3.2% |
| All | +142.2% | +524.5% | -382.3% | +15.5% |
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