+606.1%
COST vs IRM
+440.8%
+165.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | -0.2% |
| 7D | -1.2% | -1.4% | +0.2% | -0.9% |
| 30D | -4.7% | -7.4% | +2.7% | -3.2% |
| 3M | -7.1% | -7.4% | +0.2% | -5.9% |
| 6M | -8.5% | +8.7% | -17.2% | -11.2% |
| YTD | +5.4% | +40.9% | -35.6% | -4.2% |
| 1Y | -5.6% | +20.5% | -26.1% | -11.3% |
| 3Y | +68.5% | +101.7% | -33.2% | +35.4% |
| 5Y | +105.2% | +197.7% | -92.4% | +48.0% |
| All | +606.1% | +440.8% | +165.3% | +329.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling