+101.8%
IRM vs CHD
+1.8%
+100.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | +3.0% | -4.2% | +7.2% | +3.3% |
| 30D | -5.2% | -7.6% | +2.4% | -4.8% |
| 3M | -8.0% | -1.6% | -6.4% | -8.0% |
| 6M | +9.2% | -6.3% | +15.5% | +9.7% |
| YTD | +41.0% | +14.6% | +26.4% | +38.9% |
| 1Y | +23.3% | +1.6% | +21.7% | +22.8% |
| All | +101.8% | +1.8% | +100.0% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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