+106.3%
CNH vs IRM
+481.3%
-375.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +4.5% | -5.1% | +9.6% | +6.7% |
| 30D | +7.6% | -3.3% | +10.9% | +8.8% |
| 3M | +17.0% | -8.2% | +25.1% | +20.4% |
| 6M | +12.9% | -12.8% | +25.7% | +18.4% |
| YTD | +34.3% | +36.6% | -2.4% | +15.8% |
| 1Y | +28.5% | +11.9% | +16.6% | +20.2% |
| 3Y | +31.9% | +105.1% | -73.3% | -10.6% |
| 5Y | -9.6% | +182.4% | -192.0% | -47.7% |
| 10Y | +106.3% | +505.1% | -398.9% | -18.3% |
| All | +106.3% | +481.3% | -375.0% | -18.3% |
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