+521.8%
IRM vs CPB
-40.8%
+562.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +8.6% | -5.8% | +14.4% | +9.9% |
| 30D | 0.0% | +16.5% | -16.5% | -3.4% |
| 3M | -7.1% | -1.1% | -6.1% | -7.5% |
| 6M | -7.9% | +11.5% | -19.4% | -11.2% |
| YTD | +41.3% | -15.7% | +57.0% | +45.0% |
| 1Y | +20.7% | -24.7% | +45.4% | +27.5% |
| 3Y | +112.2% | -37.3% | +149.4% | +131.2% |
| 5Y | +191.2% | -35.0% | +226.3% | +209.4% |
| All | +521.8% | -40.8% | +562.5% | +536.4% |
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