+121.7%
CMS vs IRM
+456.9%
-335.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | -1.3% | -8.6% | +7.3% | +1.0% |
| 30D | +6.3% | -8.0% | +14.3% | +8.4% |
| 3M | -2.1% | -12.0% | +9.9% | +1.0% |
| 6M | -5.1% | -18.2% | +13.1% | -0.5% |
| YTD | +1.3% | +31.4% | -30.1% | -8.6% |
| 1Y | -1.4% | +9.2% | -10.6% | -6.0% |
| 3Y | +36.9% | +94.6% | -57.6% | +4.1% |
| 5Y | +32.5% | +170.2% | -137.6% | -12.0% |
| All | +121.7% | +456.9% | -335.2% | +4.4% |
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