+14,041.3%
COR vs IRM
+9,658.3%
+4,383.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -1.2% | -5.3% | +4.1% | -0.3% |
| 30D | +7.6% | -2.3% | +10.0% | +8.0% |
| 3M | +5.0% | -7.4% | +12.4% | +6.2% |
| 6M | +35.3% | -12.2% | +47.5% | +37.7% |
| YTD | +4.2% | +38.6% | -34.4% | -3.1% |
| 1Y | -3.4% | +14.9% | -18.3% | -7.2% |
| 3Y | +81.1% | +108.2% | -27.1% | +51.9% |
| 5Y | +195.8% | +183.8% | +12.0% | +129.9% |
| 10Y | +493.6% | +512.6% | -19.0% | +288.6% |
| All | +14,041.3% | +9,658.3% | +4,383.0% | +6,141.5% |
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