+51.2%
CI vs IRM
+187.5%
-136.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.3% |
| 7D | +1.2% | +6.8% | -5.6% | +0.3% |
| 30D | +2.6% | +2.6% | 0.0% | +2.1% |
| 3M | +7.4% | -9.5% | +16.9% | +8.6% |
| 6M | -0.1% | -8.5% | +8.4% | +0.6% |
| YTD | +9.7% | +40.3% | -30.5% | +3.2% |
| 1Y | +12.1% | +28.7% | -16.6% | +6.8% |
| 3Y | +7.0% | +111.8% | -104.8% | -12.6% |
| All | +51.2% | +187.5% | -136.2% | +12.2% |
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