+517.3%
IRM vs CRL
+350.3%
+167.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +6.8% | +0.1% | +6.7% | +6.8% |
| 30D | +2.6% | +11.9% | -9.3% | -0.2% |
| 3M | -9.5% | +20.2% | -29.6% | -13.6% |
| 6M | -8.5% | +107.5% | -116.0% | -23.7% |
| YTD | +40.3% | +69.4% | -29.1% | +21.5% |
| 1Y | +28.7% | +99.7% | -71.1% | +6.9% |
| 3Y | +111.8% | +98.8% | +13.1% | +66.8% |
| 5Y | +189.1% | -12.4% | +201.5% | +177.0% |
| All | +517.3% | +350.3% | +167.0% | +290.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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