+322.0%
CMG vs IRM
+440.8%
-118.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.3% |
| 7D | -2.1% | -1.4% | -0.6% | -1.7% |
| 30D | +10.9% | -7.4% | +18.3% | +12.8% |
| 3M | +15.8% | -7.4% | +23.2% | +17.5% |
| 6M | +6.9% | +8.7% | -1.7% | +3.8% |
| YTD | -2.2% | +40.9% | -43.1% | -11.6% |
| 1Y | -7.1% | +20.5% | -27.6% | -12.9% |
| 3Y | -7.1% | +101.7% | -108.8% | -25.5% |
| 5Y | -4.8% | +197.7% | -202.4% | -31.3% |
| All | +322.0% | +440.8% | -118.8% | +170.7% |
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