+2,931.6%
CAH vs IRM
+9,964.6%
-7,033.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | +5.4% | -0.5% | +5.8% | +5.5% |
| 30D | +3.3% | -8.1% | +11.4% | +5.1% |
| 3M | +22.8% | -9.7% | +32.5% | +25.1% |
| 6M | +11.3% | +10.0% | +1.3% | +8.1% |
| YTD | +21.1% | +43.0% | -21.9% | +10.7% |
| 1Y | +67.2% | +32.7% | +34.6% | +54.6% |
| 3Y | +195.6% | +102.7% | +92.9% | +143.8% |
| 5Y | +413.8% | +187.6% | +226.3% | +284.5% |
| 10Y | +309.6% | +420.1% | -110.5% | +159.1% |
| All | +2,931.6% | +9,964.6% | -7,033.0% | +1,187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling