+142.8%
CI vs IRM
+520.0%
-377.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | +1.2% | +6.8% | -5.6% | -0.5% |
| 30D | +2.6% | +2.6% | 0.0% | +1.6% |
| 3M | +7.4% | -9.5% | +16.9% | +9.5% |
| 6M | -0.1% | -8.5% | +8.4% | +1.2% |
| YTD | +9.7% | +40.3% | -30.5% | -1.7% |
| 1Y | +12.1% | +28.7% | -16.6% | +2.7% |
| 3Y | +7.0% | +111.8% | -104.8% | -20.2% |
| 5Y | +49.7% | +189.1% | -139.4% | -2.8% |
| All | +142.8% | +520.0% | -377.2% | +16.0% |
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