+52.4%
CL vs IRM
+409.6%
-357.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | -4.8% | -8.1% | +3.2% | -3.3% |
| 3M | +4.9% | -9.7% | +14.6% | +6.7% |
| 6M | -5.7% | +10.0% | -15.7% | -8.4% |
| YTD | +14.4% | +43.0% | -28.6% | +4.5% |
| 1Y | +8.7% | +32.7% | -23.9% | +0.5% |
| 3Y | +30.0% | +102.7% | -72.7% | +5.3% |
| 5Y | +28.4% | +187.6% | -159.2% | -7.1% |
| All | +52.4% | +409.6% | -357.2% | -10.9% |
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