+73.2%
CVE vs IRM
+103.0%
-29.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.7% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +16.7% | -8.1% | +24.8% | +18.7% |
| 3M | +9.3% | -9.7% | +18.9% | +11.4% |
| 6M | +43.6% | +10.0% | +33.6% | +39.2% |
| YTD | +93.6% | +43.0% | +50.6% | +74.7% |
| 1Y | +98.8% | +32.7% | +66.1% | +82.1% |
| All | +73.2% | +103.0% | -29.8% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling