+13,276.2%
COR vs IRM
+9,964.6%
+3,311.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.2% |
| 7D | +2.8% | -0.5% | +3.2% | +2.8% |
| 30D | +4.5% | -8.1% | +12.6% | +6.0% |
| 3M | +22.7% | -9.7% | +32.3% | +24.4% |
| 6M | -9.7% | +10.0% | -19.7% | -11.9% |
| YTD | -1.4% | +43.0% | -44.4% | -8.7% |
| 1Y | +13.9% | +32.7% | -18.7% | +6.6% |
| 3Y | +94.0% | +102.7% | -8.8% | +63.8% |
| 5Y | +184.0% | +187.6% | -3.6% | +120.5% |
| 10Y | +406.8% | +420.1% | -13.3% | +241.0% |
| All | +13,276.2% | +9,964.6% | +3,311.6% | +5,780.9% |
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