+105.2%
CNH vs IRM
+520.0%
-414.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +3.0% | +6.8% | -3.8% | +0.3% |
| 30D | -0.6% | +2.6% | -3.2% | -1.9% |
| 3M | +14.6% | -9.5% | +24.1% | +18.7% |
| 6M | +11.8% | -8.5% | +20.2% | +14.8% |
| YTD | +30.4% | +40.3% | -9.9% | +11.2% |
| 1Y | +19.1% | +28.7% | -9.6% | +5.0% |
| 3Y | +30.2% | +111.8% | -81.6% | -13.0% |
| 5Y | -17.8% | +189.1% | -206.9% | -53.0% |
| All | +105.2% | +520.0% | -414.8% | -19.4% |
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