+183.8%
IRM vs CHD
+31.9%
+151.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -5.3% | 0.0% | -5.2% | -5.2% |
| 30D | -2.3% | +12.2% | -14.5% | -4.6% |
| 3M | -7.4% | +9.3% | -16.7% | -9.2% |
| 6M | -12.2% | +24.3% | -36.5% | -16.6% |
| YTD | +38.6% | +34.9% | +3.8% | +28.6% |
| 1Y | +14.9% | +32.7% | -17.8% | +7.0% |
| 3Y | +108.2% | +29.4% | +78.7% | +90.7% |
| 5Y | +183.8% | +31.7% | +152.1% | +145.5% |
| All | +183.8% | +31.9% | +151.9% | +145.5% |
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 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