+2,757.8%
CRH vs IRM
+9,819.9%
-7,062.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.4% |
| 7D | -6.1% | -1.4% | -4.6% | -5.6% |
| 30D | -9.3% | -7.4% | -1.9% | -7.3% |
| 3M | -15.2% | -7.4% | -7.8% | -13.5% |
| 6M | -14.2% | +8.7% | -22.9% | -16.7% |
| YTD | -28.3% | +40.9% | -69.2% | -35.7% |
| 1Y | -21.8% | +20.5% | -42.3% | -26.8% |
| 3Y | +71.6% | +101.7% | -30.1% | +36.7% |
| 5Y | +96.6% | +197.7% | -101.0% | +38.9% |
| 10Y | +253.8% | +439.5% | -185.6% | +105.3% |
| All | +2,757.8% | +9,819.9% | -7,062.1% | +1,149.9% |
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