+1,323.2%
CRS vs IRM
+440.8%
+882.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -2.4% |
| 7D | -6.8% | -1.4% | -5.3% | -5.9% |
| 30D | -16.1% | -7.4% | -8.7% | -12.1% |
| 3M | -21.2% | -7.4% | -13.8% | -17.9% |
| 6M | +8.7% | +8.7% | 0.0% | +2.1% |
| YTD | +41.0% | +40.9% | 0.0% | +11.5% |
| 1Y | +82.7% | +20.5% | +62.2% | +58.1% |
| 3Y | +604.8% | +101.7% | +503.1% | +312.4% |
| 5Y | +1,384.7% | +197.7% | +1,187.0% | +551.0% |
| All | +1,323.2% | +440.8% | +882.4% | +311.5% |
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 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