+132.3%
CMS vs IRM
+480.4%
-348.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.5% | -0.6% |
| 7D | -0.9% | -3.8% | +2.8% | -0.1% |
| 30D | +7.1% | -3.2% | +10.3% | +7.6% |
| 3M | -1.3% | -7.8% | +6.5% | +0.4% |
| 6M | -2.7% | -12.7% | +10.0% | +0.2% |
| YTD | +2.6% | +36.7% | -34.1% | -8.3% |
| 1Y | -2.0% | +10.0% | -12.0% | -6.7% |
| 3Y | +39.6% | +107.2% | -67.6% | +4.2% |
| 5Y | +35.3% | +181.6% | -146.2% | -11.0% |
| 10Y | +132.3% | +481.1% | -348.8% | +8.9% |
| All | +132.3% | +480.4% | -348.1% | +8.9% |
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