+34.5%
CMS vs IRM
+187.5%
-153.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +1.7% | +6.8% | -5.1% | +0.3% |
| 30D | +6.2% | +2.6% | +3.6% | +5.3% |
| 3M | +0.6% | -9.5% | +10.1% | +2.5% |
| 6M | -1.8% | -8.5% | +6.7% | -0.5% |
| YTD | +3.8% | +40.3% | -36.4% | -5.8% |
| 1Y | -1.8% | +28.7% | -30.5% | -9.0% |
| 3Y | +39.8% | +111.8% | -72.0% | +6.4% |
| All | +34.5% | +187.5% | -153.0% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling