+3,038.3%
CLS vs IRM
+418.7%
+2,619.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | +20.1% | +3.0% | +17.1% | +18.2% |
| 30D | +6.0% | -5.2% | +11.3% | +9.6% |
| 3M | -10.3% | -8.0% | -2.3% | -5.8% |
| 6M | +24.5% | +9.2% | +15.3% | +19.6% |
| YTD | +12.9% | +41.0% | -28.1% | -6.6% |
| 1Y | +36.7% | +23.3% | +13.4% | +22.0% |
| 3Y | +1,328.1% | +102.8% | +1,225.2% | +899.8% |
| 5Y | +3,682.3% | +192.8% | +3,489.5% | +2,092.0% |
| 10Y | +3,038.3% | +439.6% | +2,598.6% | +1,273.5% |
| All | +3,038.3% | +418.7% | +2,619.6% | +1,273.5% |
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