+1,906.8%
CL vs IRM
+9,145.3%
-7,238.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.3% |
| 7D | +1.3% | -8.6% | +9.9% | +2.7% |
| 30D | +11.4% | -8.0% | +19.3% | +12.6% |
| 3M | +4.4% | -12.0% | +16.4% | +6.3% |
| 6M | +10.8% | -18.2% | +28.9% | +13.8% |
| YTD | +25.1% | +31.4% | -6.2% | +17.9% |
| 1Y | +28.0% | +9.2% | +18.8% | +24.3% |
| 3Y | +37.6% | +94.6% | -57.0% | +18.7% |
| 5Y | +39.7% | +170.2% | -130.5% | +12.2% |
| 10Y | +75.8% | +464.3% | -388.5% | +21.0% |
| All | +1,906.8% | +9,145.3% | -7,238.5% | +893.1% |
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 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