+181.6%
IRM vs CRL
-6.0%
+187.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.7% | -0.6% | +3.1% |
| 7D | -3.8% | +4.4% | -8.1% | -4.7% |
| 30D | -3.2% | +17.1% | -20.3% | -6.5% |
| 3M | -7.8% | +32.1% | -39.9% | -13.3% |
| 6M | -12.7% | +98.9% | -111.6% | -25.3% |
| YTD | +36.7% | +77.1% | -40.4% | +19.0% |
| 1Y | +10.0% | +110.3% | -100.2% | -7.9% |
| 3Y | +107.2% | +108.5% | -1.3% | +63.8% |
| 5Y | +181.6% | -7.9% | +189.4% | +183.3% |
| All | +181.6% | -6.0% | +187.6% | +183.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling