-99.6%
CYCU vs IRM
+24.0%
-123.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +4.0% |
| 7D | -2.5% | -1.8% | -0.7% | -0.1% |
| 30D | -25.6% | -7.8% | -17.8% | -16.4% |
| 3M | -39.7% | -7.9% | -31.9% | -29.3% |
| 6M | -74.6% | +6.3% | -80.9% | -72.0% |
| YTD | -84.1% | +38.2% | -122.3% | -84.1% |
| 1Y | -92.5% | +19.8% | -112.3% | -92.5% |
| All | -99.6% | +24.0% | -123.5% | -99.5% |
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