+136.0%
CMS vs IRM
+514.0%
-377.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | -1.1% | -5.3% | +4.1% | +0.1% |
| 30D | +6.6% | -2.3% | +8.9% | +6.9% |
| 3M | +0.8% | -7.4% | +8.2% | +2.5% |
| 6M | -3.3% | -12.2% | +8.9% | -0.6% |
| YTD | +2.7% | +38.6% | -35.9% | -8.6% |
| 1Y | -4.0% | +14.9% | -18.9% | -9.8% |
| 3Y | +37.6% | +108.2% | -70.6% | +2.7% |
| 5Y | +35.4% | +183.8% | -148.4% | -11.1% |
| 10Y | +136.0% | +512.6% | -376.6% | +10.0% |
| All | +136.0% | +514.0% | -377.9% | +10.0% |
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 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