+481.7%
CMS vs IRM
+9,964.6%
-9,482.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | +0.4% | -0.5% | +0.8% | +0.4% |
| 30D | -3.6% | -8.1% | +4.5% | -1.9% |
| 3M | -1.9% | -9.7% | +7.8% | 0.0% |
| 6M | -11.0% | +10.0% | -21.0% | -13.4% |
| YTD | +0.2% | +43.0% | -42.8% | -8.3% |
| 1Y | -1.3% | +32.7% | -34.0% | -8.5% |
| 3Y | +35.9% | +102.7% | -66.8% | +12.7% |
| 5Y | +23.1% | +187.6% | -164.5% | -6.7% |
| 10Y | +117.9% | +420.1% | -302.2% | +41.3% |
| All | +481.7% | +9,964.6% | -9,482.9% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling