+221.2%
CP vs IRM
+409.6%
-188.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +0.2% | -8.1% | +8.2% | +2.7% |
| 3M | +2.6% | -9.7% | +12.2% | +5.4% |
| 6M | +6.0% | +10.0% | -4.0% | +1.8% |
| YTD | +24.9% | +43.0% | -18.1% | +9.9% |
| 1Y | +20.1% | +32.7% | -12.6% | +7.6% |
| 3Y | +16.4% | +102.7% | -86.3% | -13.0% |
| 5Y | +31.7% | +187.6% | -155.8% | -14.3% |
| All | +221.2% | +409.6% | -188.4% | +65.4% |
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