+433.7%
IRM vs CLBK
+65.5%
+368.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -1.4% | -1.5% | 0.0% | -1.0% |
| 30D | -7.4% | -1.0% | -6.4% | -7.1% |
| 3M | -7.4% | +22.9% | -30.3% | -13.1% |
| 6M | +8.7% | +44.2% | -35.5% | -2.9% |
| YTD | +40.9% | +64.0% | -23.0% | +20.8% |
| 1Y | +20.5% | +65.7% | -45.2% | +2.5% |
| 3Y | +101.7% | +54.1% | +47.7% | +69.9% |
| 5Y | +197.7% | +44.7% | +153.0% | +140.1% |
| All | +433.7% | +65.5% | +368.2% | +293.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling