+11,409.7%
CMI vs IRM
+9,823.4%
+1,586.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +0.7% | +3.0% | -2.3% | -0.4% |
| 30D | -12.3% | -5.2% | -7.1% | -10.6% |
| 3M | -16.8% | -8.0% | -8.8% | -14.4% |
| 6M | +1.5% | +9.2% | -7.6% | -1.9% |
| YTD | +9.8% | +41.0% | -31.2% | -3.4% |
| 1Y | +42.6% | +23.3% | +19.3% | +31.1% |
| 3Y | +151.0% | +102.8% | +48.2% | +90.2% |
| 5Y | +167.0% | +192.8% | -25.8% | +74.4% |
| 10Y | +512.2% | +439.6% | +72.5% | +204.3% |
| All | +11,409.7% | +9,823.4% | +1,586.3% | +3,371.5% |
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 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