+2,903.0%
CI vs IRM
+9,145.3%
-6,242.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.9% |
| 7D | -1.6% | -8.6% | +7.0% | +0.5% |
| 30D | +5.4% | -8.0% | +13.4% | +7.3% |
| 3M | +7.3% | -12.0% | +19.2% | +10.1% |
| 6M | +5.3% | -18.2% | +23.5% | +9.6% |
| YTD | +8.5% | +31.4% | -22.9% | -0.5% |
| 1Y | +17.1% | +9.2% | +7.9% | +12.4% |
| 3Y | +1.4% | +94.6% | -93.2% | -18.8% |
| 5Y | +50.5% | +170.2% | -119.7% | +8.4% |
| 10Y | +168.5% | +464.3% | -295.8% | +54.4% |
| All | +2,903.0% | +9,145.3% | -6,242.4% | +872.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling