+1,350.3%
CRS vs IRM
+197.3%
+1,152.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -2.2% |
| 7D | -6.8% | -1.4% | -5.3% | -6.0% |
| 30D | -16.1% | -7.4% | -8.7% | -12.6% |
| 3M | -21.2% | -7.4% | -13.8% | -18.3% |
| 6M | +8.7% | +8.7% | 0.0% | +3.0% |
| YTD | +41.0% | +40.9% | 0.0% | +14.9% |
| 1Y | +82.7% | +20.5% | +62.2% | +61.4% |
| 3Y | +604.8% | +101.7% | +503.1% | +327.4% |
| All | +1,350.3% | +197.3% | +1,152.9% | +601.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling