-14.9%
CNH vs IRM
+168.2%
-183.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.4% |
| 7D | -1.7% | -8.6% | +6.9% | +1.6% |
| 30D | -7.2% | -8.0% | +0.8% | -4.5% |
| 3M | +6.5% | -12.0% | +18.5% | +11.2% |
| 6M | +7.9% | -18.2% | +26.0% | +15.6% |
| YTD | +26.6% | +31.4% | -4.8% | +11.4% |
| 1Y | +13.8% | +9.2% | +4.6% | +7.4% |
| 3Y | +9.2% | +94.6% | -85.4% | -27.6% |
| All | -14.9% | +168.2% | -183.1% | -51.7% |
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