Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CNH vs IRM✓SelectedUSD · IRMCNH vs IRM performance historyLatest closeAs of+4.05%09/04
Stock and ETF performance explorer

CNH vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+13.1%
IRM return
+189.3%
Excess return
-176.2%
Maximum drawdown
-43.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
1D+4.0%+1.6%+2.4%+3.4%
7D+23.3%-0.5%+23.7%+23.4%
30D+33.5%-8.1%+41.5%+37.6%
3M+32.7%-9.7%+42.4%+37.5%
6M+22.2%+10.0%+12.2%+16.4%
YTD+57.7%+43.0%+14.7%+34.8%
1Y+28.0%+32.7%-4.7%+11.6%
3Y+11.5%+102.7%-91.2%-26.2%
All+13.1%+189.3%-176.2%-36.1%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling