+9,849.4%
IRM vs CHD
+10,403.3%
-553.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | +6.8% | +3.6% | +3.1% | +5.8% |
| 30D | +2.6% | +10.4% | -7.8% | -0.1% |
| 3M | -9.5% | +12.2% | -21.6% | -12.3% |
| 6M | -8.5% | +19.9% | -28.4% | -13.2% |
| YTD | +40.3% | +36.4% | +3.9% | +28.2% |
| 1Y | +28.7% | +35.1% | -6.4% | +17.8% |
| 3Y | +111.8% | +29.2% | +82.6% | +94.2% |
| 5Y | +189.1% | +33.4% | +155.7% | +160.5% |
| 10Y | +519.8% | +195.0% | +324.8% | +349.0% |
| All | +9,849.4% | +10,403.3% | -553.9% | +4,106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling