+516.7%
CAH vs IRM
+187.5%
+329.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +3.5% | +6.8% | -3.3% | +2.7% |
| 30D | +13.5% | +2.6% | +10.9% | +13.0% |
| 3M | +21.8% | -9.5% | +31.3% | +23.0% |
| 6M | +51.5% | -8.5% | +60.0% | +52.5% |
| YTD | +38.1% | +40.3% | -2.2% | +30.2% |
| 1Y | +37.7% | +28.7% | +9.0% | +31.5% |
| 3Y | +179.6% | +111.8% | +67.8% | +139.6% |
| All | +516.7% | +187.5% | +329.2% | +397.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling