+3,314.0%
IRM vs CRL
+1,379.5%
+1,934.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.0% |
| 7D | -0.5% | -1.0% | +0.6% | -0.3% |
| 30D | -8.1% | +10.7% | -18.7% | -10.2% |
| 3M | -9.7% | +55.3% | -64.9% | -18.7% |
| 6M | +10.0% | +60.7% | -50.7% | -2.5% |
| YTD | +43.0% | +44.6% | -1.6% | +29.2% |
| 1Y | +32.7% | +77.7% | -45.1% | +13.9% |
| 3Y | +102.7% | +37.6% | +65.1% | +76.7% |
| 5Y | +187.6% | -35.8% | +223.4% | +191.4% |
| 10Y | +420.1% | +241.7% | +178.4% | +244.0% |
| All | +3,314.0% | +1,379.5% | +1,934.5% | +1,571.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling