+68.0%
CNH vs IRM
+842.5%
-774.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 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% | +37.4% |
| 3M | +32.7% | -9.7% | +42.4% | +37.3% |
| 6M | +22.2% | +10.0% | +12.2% | +16.8% |
| YTD | +57.7% | +43.0% | +14.7% | +35.9% |
| 1Y | +28.0% | +32.7% | -4.7% | +12.6% |
| 3Y | +11.5% | +102.7% | -91.2% | -20.0% |
| 5Y | +11.9% | +187.6% | -175.7% | -31.0% |
| 10Y | +162.8% | +420.1% | -257.3% | +23.7% |
| All | +68.0% | +842.5% | -774.6% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling