+13,874.8%
COR vs IRM
+9,521.2%
+4,353.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +2.9% |
| 7D | +2.3% | -3.8% | +6.1% | +3.0% |
| 30D | +6.8% | -3.2% | +10.0% | +7.3% |
| 3M | +8.1% | -7.8% | +15.9% | +9.4% |
| 6M | +33.0% | -12.7% | +45.7% | +35.5% |
| YTD | +3.0% | +36.7% | -33.7% | -4.0% |
| 1Y | -3.4% | +10.0% | -13.5% | -6.4% |
| 3Y | +80.1% | +107.2% | -27.1% | +51.2% |
| 5Y | +194.7% | +181.6% | +13.2% | +129.3% |
| 10Y | +512.3% | +481.1% | +31.1% | +304.3% |
| All | +13,874.8% | +9,521.2% | +4,353.6% | +6,083.9% |
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