+9,896.8%
IRM vs CGNX
+1,369.2%
+8,527.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +1.3% |
| 7D | -1.4% | +3.2% | -4.6% | -2.0% |
| 30D | -7.4% | +6.0% | -13.4% | -8.4% |
| 3M | -7.4% | +3.5% | -10.9% | -8.3% |
| 6M | +8.7% | +26.3% | -17.6% | +3.5% |
| YTD | +40.9% | +79.2% | -38.3% | +24.8% |
| 1Y | +20.5% | +43.8% | -23.3% | +10.5% |
| 3Y | +101.7% | +52.0% | +49.8% | +78.5% |
| 5Y | +197.7% | -24.0% | +221.7% | +192.1% |
| 10Y | +439.5% | +189.1% | +250.4% | +302.5% |
| All | +9,896.8% | +1,369.2% | +8,527.6% | +4,560.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling