+7,663.4%
CME vs IRM
+2,165.4%
+5,498.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.7% |
| 7D | +2.5% | -5.3% | +7.7% | +3.9% |
| 30D | +13.9% | -2.3% | +16.3% | +14.2% |
| 3M | +22.4% | -7.4% | +29.8% | +24.4% |
| 6M | +12.9% | -12.2% | +25.1% | +16.0% |
| YTD | +19.6% | +38.6% | -19.0% | +4.7% |
| 1Y | +17.7% | +14.9% | +2.8% | +9.3% |
| 3Y | +65.3% | +108.2% | -42.8% | +19.3% |
| 5Y | +75.1% | +183.8% | -108.7% | +9.3% |
| 10Y | +305.8% | +512.6% | -206.8% | +76.1% |
| All | +7,663.4% | +2,165.4% | +5,498.0% | +1,713.9% |
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 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