+287.5%
CAH vs IRM
+440.8%
-153.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.1% |
| 7D | -5.1% | -1.4% | -3.7% | -4.8% |
| 30D | +0.2% | -7.4% | +7.6% | +1.8% |
| 3M | +6.3% | -7.4% | +13.6% | +7.8% |
| 6M | +9.4% | +8.7% | +0.7% | +6.3% |
| YTD | +15.0% | +40.9% | -26.0% | +4.2% |
| 1Y | +55.4% | +20.5% | +34.9% | +45.9% |
| 3Y | +173.8% | +101.7% | +72.1% | +116.4% |
| 5Y | +395.2% | +197.7% | +197.5% | +238.4% |
| All | +287.5% | +440.8% | -153.3% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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