+151.5%
CAKE vs IRM
+440.8%
-289.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.5% |
| 7D | -4.5% | -1.4% | -3.1% | -3.8% |
| 30D | -12.4% | -7.4% | -5.1% | -9.1% |
| 3M | +37.3% | -7.4% | +44.7% | +41.4% |
| 6M | +70.7% | +8.7% | +62.1% | +58.9% |
| YTD | +106.0% | +40.9% | +65.0% | +63.2% |
| 1Y | +79.7% | +20.5% | +59.1% | +54.4% |
| 3Y | +267.8% | +101.7% | +166.1% | +112.7% |
| 5Y | +159.9% | +197.7% | -37.8% | +9.6% |
| All | +151.5% | +440.8% | -289.3% | -29.8% |
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