+149.5%
CNH vs IRM
+407.3%
-257.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.3% |
| 7D | +8.8% | +1.6% | +7.2% | +8.0% |
| 30D | +24.7% | -4.2% | +28.8% | +26.5% |
| 3M | +27.3% | -5.4% | +32.7% | +29.5% |
| 6M | +23.2% | +12.0% | +11.1% | +16.4% |
| YTD | +48.9% | +42.0% | +6.9% | +27.1% |
| 1Y | +19.4% | +29.9% | -10.5% | +4.8% |
| 3Y | +7.8% | +104.4% | -96.6% | -25.8% |
| 5Y | +8.7% | +191.0% | -182.3% | -37.0% |
| 10Y | +149.5% | +417.1% | -267.6% | +6.3% |
| All | +149.5% | +407.3% | -257.8% | +6.3% |
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