+487.8%
CMS vs IRM
+9,145.3%
-8,657.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | -1.3% | -8.6% | +7.3% | +0.5% |
| 30D | +6.3% | -8.0% | +14.3% | +8.0% |
| 3M | -2.1% | -12.0% | +9.9% | +0.3% |
| 6M | -5.1% | -18.2% | +13.1% | -1.5% |
| YTD | +1.3% | +31.4% | -30.1% | -5.9% |
| 1Y | -1.4% | +9.2% | -10.6% | -4.7% |
| 3Y | +36.9% | +94.6% | -57.6% | +14.2% |
| 5Y | +32.5% | +170.2% | -137.6% | +1.6% |
| 10Y | +126.8% | +464.3% | -337.5% | +44.6% |
| All | +487.8% | +9,145.3% | -8,657.5% | +157.9% |
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 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