+104.4%
IRM vs CRL
+37.9%
+66.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.3% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | -4.2% | +5.0% | -9.1% | -5.0% |
| 3M | -5.4% | +50.6% | -56.0% | -11.7% |
| 6M | +12.0% | +60.9% | -48.9% | +2.8% |
| YTD | +42.0% | +40.7% | +1.3% | +33.1% |
| 1Y | +29.9% | +73.3% | -43.4% | +17.0% |
| 3Y | +104.4% | +40.6% | +63.8% | +84.1% |
| All | +104.4% | +37.9% | +66.5% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling