+55.4%
CAH vs IRM
+22.0%
+33.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.5% |
| 7D | -5.1% | -1.4% | -3.7% | -5.2% |
| 30D | +0.2% | -7.4% | +7.6% | -0.2% |
| 3M | +6.3% | -7.4% | +13.6% | +6.0% |
| 6M | +9.4% | +8.7% | +0.7% | +10.5% |
| YTD | +15.0% | +40.9% | -26.0% | +18.3% |
| 1Y | +55.4% | +20.5% | +34.9% | +61.2% |
| All | +55.4% | +22.0% | +33.4% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling