+10,042.6%
IRM vs CPB
+69.4%
+9,973.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +2.4% |
| 7D | -0.5% | -8.6% | +8.1% | +1.5% |
| 30D | -8.1% | -7.2% | -0.8% | -6.7% |
| 3M | -9.7% | +0.9% | -10.6% | -10.5% |
| 6M | +10.0% | -11.8% | +21.8% | +12.1% |
| YTD | +43.0% | -19.4% | +62.4% | +48.5% |
| 1Y | +32.7% | -30.4% | +63.1% | +42.4% |
| 3Y | +102.7% | -40.2% | +142.9% | +122.8% |
| 5Y | +187.6% | -39.5% | +227.1% | +212.4% |
| 10Y | +420.1% | -47.4% | +467.5% | +470.2% |
| All | +10,042.6% | +69.4% | +9,973.2% | +7,872.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling