+122.7%
CRBG vs IRM
+102.2%
+20.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.8% |
| 7D | +0.6% | -1.4% | +2.0% | +1.0% |
| 30D | +2.6% | -7.4% | +10.0% | +5.1% |
| 3M | +24.0% | -7.4% | +31.3% | +26.7% |
| 6M | +50.5% | +8.7% | +41.8% | +45.0% |
| YTD | +17.1% | +40.9% | -23.8% | +2.8% |
| 1Y | +5.9% | +20.5% | -14.6% | -2.3% |
| 3Y | +122.7% | +101.7% | +21.0% | +72.4% |
| All | +122.7% | +102.2% | +20.6% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling