+20.1%
CI vs IRM
+10.0%
+10.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +2.6% | -5.1% | +7.7% | +2.7% |
| 30D | +7.3% | -3.3% | +10.6% | +7.4% |
| 3M | +9.5% | -8.2% | +17.6% | +9.7% |
| 6M | +6.4% | -12.8% | +19.2% | +6.8% |
| YTD | +12.0% | +36.6% | -24.6% | +7.9% |
| 1Y | +20.1% | +11.9% | +8.2% | +18.1% |
| All | +20.1% | +10.0% | +10.1% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling