+481.1%
IRM vs CPB
-39.9%
+521.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.2% | +4.3% |
| 7D | -3.8% | +3.3% | -7.0% | -4.4% |
| 30D | -3.2% | +19.0% | -22.2% | -6.9% |
| 3M | -7.8% | +0.4% | -8.2% | -8.3% |
| 6M | -12.7% | +13.0% | -25.7% | -16.0% |
| YTD | +36.7% | -12.7% | +49.4% | +39.4% |
| 1Y | +10.0% | -20.9% | +30.9% | +15.0% |
| 3Y | +107.2% | -35.4% | +142.6% | +124.7% |
| 5Y | +181.6% | -32.3% | +213.8% | +196.5% |
| 10Y | +481.1% | -40.5% | +521.7% | +487.6% |
| All | +481.1% | -39.9% | +521.1% | +487.6% |
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