+417.1%
IRM vs CPB
-45.7%
+462.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.1% |
| 7D | +1.6% | -8.2% | +9.9% | +3.4% |
| 30D | -4.2% | -5.6% | +1.4% | -3.2% |
| 3M | -5.4% | +3.0% | -8.3% | -6.8% |
| 6M | +12.0% | -12.7% | +24.7% | +14.7% |
| YTD | +42.0% | -18.0% | +60.0% | +47.2% |
| 1Y | +29.9% | -31.7% | +61.6% | +41.1% |
| 3Y | +104.4% | -41.0% | +145.3% | +127.2% |
| 5Y | +191.0% | -38.4% | +229.4% | +214.8% |
| 10Y | +417.1% | -45.0% | +462.1% | +460.7% |
| All | +417.1% | -45.7% | +462.8% | +460.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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