+0.1%
CARR vs IRM
+98.2%
-98.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.2% | -1.4% |
| 7D | -4.1% | -1.8% | -2.3% | -3.4% |
| 30D | -11.0% | -7.8% | -3.2% | -7.9% |
| 3M | -16.4% | -7.9% | -8.5% | -13.7% |
| 6M | -2.4% | +6.3% | -8.7% | -5.4% |
| YTD | +8.4% | +38.2% | -29.7% | -6.5% |
| 1Y | -8.0% | +19.8% | -27.8% | -16.1% |
| All | +0.1% | +98.2% | -98.1% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling