+231.7%
CTVA vs IRM
+429.8%
-198.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.4% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | +11.9% | -8.1% | +20.0% | +14.8% |
| 3M | +13.7% | -9.7% | +23.3% | +16.9% |
| 6M | +13.1% | +10.0% | +3.1% | +8.2% |
| YTD | +32.0% | +43.0% | -11.0% | +14.4% |
| 1Y | +22.1% | +32.7% | -10.6% | +7.7% |
| 3Y | +77.5% | +102.7% | -25.2% | +25.8% |
| 5Y | +106.3% | +187.6% | -81.3% | +20.7% |
| All | +231.7% | +429.8% | -198.2% | +35.9% |
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