+180.5%
COR vs IRM
+192.5%
-12.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -1.9% | +1.6% | -3.5% | -2.0% |
| 30D | +1.5% | -4.2% | +5.7% | +1.8% |
| 3M | +18.7% | -5.4% | +24.1% | +19.0% |
| 6M | -9.0% | +12.0% | -21.1% | -10.4% |
| YTD | -3.3% | +42.0% | -45.3% | -7.1% |
| 1Y | +9.8% | +29.9% | -20.0% | +6.1% |
| 3Y | +87.4% | +104.4% | -17.0% | +64.1% |
| 5Y | +180.5% | +191.0% | -10.5% | +128.4% |
| All | +180.5% | +192.5% | -12.0% | +128.4% |
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