+192.8%
IRM vs CLBK
+41.8%
+151.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.5% |
| 7D | +3.0% | -1.5% | +4.5% | +3.3% |
| 30D | -5.2% | +6.7% | -11.9% | -6.4% |
| 3M | -8.0% | +21.2% | -29.2% | -11.6% |
| 6M | +9.2% | +42.0% | -32.8% | +1.6% |
| YTD | +41.0% | +63.3% | -22.3% | +27.5% |
| 1Y | +23.3% | +65.4% | -42.1% | +10.9% |
| 3Y | +102.8% | +52.5% | +50.4% | +81.7% |
| 5Y | +192.8% | +42.0% | +150.8% | +145.6% |
| All | +192.8% | +41.8% | +151.0% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling