+192.8%
IRM vs CHD
+19.3%
+173.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +3.0% | -4.2% | +7.2% | +3.9% |
| 30D | -5.2% | -7.6% | +2.4% | -3.7% |
| 3M | -8.0% | -1.6% | -6.4% | -7.9% |
| 6M | +9.2% | -6.3% | +15.5% | +10.5% |
| YTD | +41.0% | +14.6% | +26.4% | +35.3% |
| 1Y | +23.3% | +1.6% | +21.7% | +21.9% |
| 3Y | +102.8% | +3.1% | +99.7% | +96.8% |
| 5Y | +192.8% | +21.1% | +171.7% | +161.2% |
| All | +192.8% | +19.3% | +173.5% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling