+115.2%
CMS vs IRM
+409.6%
-294.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | +0.4% | -0.5% | +0.8% | +0.5% |
| 30D | -3.6% | -8.1% | +4.5% | -1.3% |
| 3M | -1.9% | -9.7% | +7.8% | +0.6% |
| 6M | -11.0% | +10.0% | -21.0% | -14.3% |
| YTD | +0.2% | +43.0% | -42.8% | -11.3% |
| 1Y | -1.3% | +32.7% | -34.0% | -11.1% |
| 3Y | +35.9% | +102.7% | -66.8% | +2.5% |
| 5Y | +23.1% | +187.6% | -164.5% | -19.6% |
| All | +115.2% | +409.6% | -294.4% | +7.2% |
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