+7,379.0%
CP vs IRM
+9,964.6%
-2,585.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +0.2% | -8.1% | +8.2% | +2.4% |
| 3M | +2.6% | -9.7% | +12.2% | +5.0% |
| 6M | +6.0% | +10.0% | -4.0% | +2.5% |
| YTD | +24.9% | +43.0% | -18.1% | +12.1% |
| 1Y | +20.1% | +32.7% | -12.6% | +9.5% |
| 3Y | +16.4% | +102.7% | -86.3% | -7.5% |
| 5Y | +31.7% | +187.6% | -155.8% | -6.0% |
| 10Y | +223.9% | +420.1% | -196.3% | +89.5% |
| All | +7,379.0% | +9,964.6% | -2,585.6% | +2,823.2% |
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