+104.8%
COST vs IRM
+192.8%
-88.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -2.8% | +3.0% | -5.8% | -3.4% |
| 30D | -5.3% | -5.2% | 0.0% | -4.3% |
| 3M | -6.7% | -8.0% | +1.4% | -5.3% |
| 6M | -9.9% | +9.2% | -19.1% | -12.9% |
| YTD | +5.1% | +41.0% | -35.9% | -5.3% |
| 1Y | -7.3% | +23.3% | -30.5% | -13.9% |
| 3Y | +70.4% | +102.8% | -32.4% | +28.4% |
| All | +104.8% | +192.8% | -88.0% | +32.0% |
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