+411.5%
CAH vs IRM
+520.0%
-108.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +3.5% | +6.8% | -3.3% | +1.9% |
| 30D | +13.5% | +2.6% | +10.9% | +12.5% |
| 3M | +21.8% | -9.5% | +31.3% | +24.0% |
| 6M | +51.5% | -8.5% | +60.0% | +53.4% |
| YTD | +38.1% | +40.3% | -2.2% | +24.4% |
| 1Y | +37.7% | +28.7% | +9.0% | +26.7% |
| 3Y | +179.6% | +111.8% | +67.8% | +115.6% |
| 5Y | +504.9% | +189.1% | +315.8% | +311.2% |
| All | +411.5% | +520.0% | -108.5% | +169.0% |
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