+11.7%
CMI vs IRM
+19.5%
-7.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.5% | -6.5% |
| 7D | -11.2% | +2.6% | -13.8% | -12.3% |
| 30D | -9.8% | +5.6% | -15.5% | -12.2% |
| 3M | -25.5% | -4.7% | -20.8% | -24.0% |
| 6M | -27.7% | -6.1% | -21.6% | -25.8% |
| YTD | -6.6% | +46.3% | -52.9% | -20.9% |
| 1Y | +11.7% | +18.7% | -7.0% | +3.0% |
| All | +11.7% | +19.5% | -7.8% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling