+106.3%
CNH vs IRM
+524.5%
-418.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -5.0% |
| 7D | +6.4% | +8.6% | -2.2% | +2.9% |
| 30D | -1.6% | 0.0% | -1.6% | -1.9% |
| 3M | +11.6% | -7.1% | +18.7% | +14.2% |
| 6M | +12.5% | -7.9% | +20.4% | +15.3% |
| YTD | +31.1% | +41.3% | -10.2% | +11.4% |
| 1Y | +17.0% | +20.7% | -3.7% | +6.0% |
| 3Y | +28.7% | +112.2% | -83.4% | -14.0% |
| 5Y | -17.4% | +191.2% | -208.6% | -52.9% |
| All | +106.3% | +524.5% | -418.3% | -19.2% |
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