+191.0%
IRM vs CPB
-38.5%
+229.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.9% |
| 7D | +1.6% | -8.2% | +9.9% | +2.6% |
| 30D | -4.2% | -5.6% | +1.4% | -3.7% |
| 3M | -5.4% | +3.0% | -8.3% | -6.4% |
| 6M | +12.0% | -12.7% | +24.7% | +13.9% |
| YTD | +42.0% | -18.0% | +60.0% | +45.8% |
| 1Y | +29.9% | -31.7% | +61.6% | +38.2% |
| 3Y | +104.4% | -41.0% | +145.3% | +121.5% |
| 5Y | +191.0% | -38.4% | +229.4% | +197.2% |
| All | +191.0% | -38.5% | +229.5% | +197.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling