+2,905.7%
CAKE vs IRM
+9,823.4%
-6,917.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.1% |
| 7D | -4.6% | +3.0% | -7.6% | -5.6% |
| 30D | -6.6% | -5.2% | -1.3% | -4.9% |
| 3M | +52.9% | -8.0% | +60.9% | +56.6% |
| 6M | +65.7% | +9.2% | +56.6% | +58.1% |
| YTD | +107.8% | +41.0% | +66.8% | +78.7% |
| 1Y | +78.5% | +23.3% | +55.2% | +60.6% |
| 3Y | +266.4% | +102.8% | +163.5% | +165.6% |
| 5Y | +159.6% | +192.8% | -33.2% | +61.0% |
| 10Y | +156.6% | +439.6% | -283.0% | +28.6% |
| All | +2,905.7% | +9,823.4% | -6,917.6% | +837.8% |
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 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