+421.5%
CARR vs IRM
+493.5%
-72.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.6% |
| 7D | -3.8% | -1.4% | -2.3% | -3.2% |
| 30D | -8.9% | -7.4% | -1.5% | -6.0% |
| 3M | -17.3% | -7.4% | -10.0% | -14.9% |
| 6M | -1.4% | +8.7% | -10.1% | -5.2% |
| YTD | +10.0% | +40.9% | -31.0% | -5.6% |
| 1Y | -6.4% | +20.5% | -26.9% | -14.6% |
| 3Y | +1.5% | +101.7% | -100.2% | -27.4% |
| 5Y | +9.3% | +197.7% | -188.4% | -33.5% |
| All | +421.5% | +493.5% | -72.0% | +134.4% |
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 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