+196.5%
IRM vs CGNX
-25.4%
+221.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +1.0% |
| 7D | -1.4% | +3.2% | -4.6% | -2.2% |
| 30D | -7.4% | +6.0% | -13.4% | -8.7% |
| 3M | -7.4% | +3.5% | -10.9% | -8.6% |
| 6M | +8.7% | +26.3% | -17.6% | +2.0% |
| YTD | +40.9% | +79.2% | -38.3% | +20.6% |
| 1Y | +20.5% | +43.8% | -23.3% | +7.7% |
| 3Y | +101.7% | +52.0% | +49.8% | +68.5% |
| All | +196.5% | -25.4% | +221.9% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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