+218.9%
CTVA vs IRM
+411.9%
-192.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | -4.7% | -1.8% | -2.9% | -4.1% |
| 30D | +11.1% | -7.8% | +18.8% | +13.8% |
| 3M | +13.7% | -7.9% | +21.6% | +16.2% |
| 6M | +11.2% | +6.3% | +4.9% | +7.6% |
| YTD | +26.9% | +38.2% | -11.3% | +11.2% |
| 1Y | +18.8% | +19.8% | -1.0% | +8.8% |
| 3Y | +75.9% | +98.8% | -22.8% | +25.3% |
| 5Y | +105.2% | +191.8% | -86.5% | +18.5% |
| All | +218.9% | +411.9% | -192.9% | +32.2% |
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