+5,648.9%
CRM vs IRM
+1,363.0%
+4,285.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.3% |
| 7D | -8.1% | -1.8% | -6.3% | -7.5% |
| 30D | +23.1% | -7.8% | +30.8% | +26.6% |
| 3M | +42.5% | -7.9% | +50.4% | +45.9% |
| 6M | +25.3% | +6.3% | +19.0% | +20.2% |
| YTD | -7.8% | +38.2% | -46.0% | -20.8% |
| 1Y | +1.0% | +19.8% | -18.8% | -8.8% |
| 3Y | +10.0% | +98.8% | -88.8% | -21.7% |
| 5Y | -3.9% | +191.8% | -195.7% | -42.3% |
| 10Y | +233.2% | +428.8% | -195.6% | +46.1% |
| All | +5,648.9% | +1,363.0% | +4,285.9% | +1,307.5% |
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