+505.1%
IRM vs CRL
+353.6%
+151.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.4% |
| 7D | -5.1% | -1.7% | -3.3% | -4.8% |
| 30D | -3.3% | +14.6% | -17.8% | -6.4% |
| 3M | -8.2% | +24.8% | -33.0% | -13.1% |
| 6M | -12.8% | +94.7% | -107.4% | -26.2% |
| YTD | +36.6% | +73.4% | -36.7% | +17.7% |
| 1Y | +11.9% | +104.7% | -92.8% | -7.5% |
| 3Y | +105.1% | +101.1% | +4.1% | +61.3% |
| 5Y | +182.4% | -10.8% | +193.2% | +169.5% |
| 10Y | +505.1% | +358.8% | +146.3% | +281.4% |
| All | +505.1% | +353.6% | +151.5% | +281.4% |
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