+10,042.6%
IRM vs CHD
+9,034.9%
+1,007.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -0.5% | -2.7% | +2.2% | +0.2% |
| 30D | -8.1% | -4.6% | -3.5% | -7.0% |
| 3M | -9.7% | +5.0% | -14.7% | -11.1% |
| 6M | +10.0% | -3.2% | +13.2% | +10.4% |
| YTD | +43.0% | +18.6% | +24.4% | +35.7% |
| 1Y | +32.7% | +4.8% | +27.8% | +29.8% |
| 3Y | +102.7% | +6.1% | +96.6% | +95.6% |
| 5Y | +187.6% | +24.0% | +163.6% | +164.2% |
| 10Y | +420.1% | +124.5% | +295.7% | +304.3% |
| All | +10,042.6% | +9,034.9% | +1,007.7% | +4,353.1% |
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