+30.9%
CL vs IRM
+103.0%
-72.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -4.8% | -8.1% | +3.2% | -4.4% |
| 3M | +4.9% | -9.7% | +14.6% | +5.5% |
| 6M | -5.7% | +10.0% | -15.7% | -6.8% |
| YTD | +14.4% | +43.0% | -28.6% | +10.3% |
| 1Y | +8.7% | +32.7% | -23.9% | +5.2% |
| All | +30.9% | +103.0% | -72.2% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling