+425.9%
CARR vs IRM
+493.7%
-67.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | +0.6% | +3.0% | -2.4% | -0.6% |
| 30D | -8.7% | -5.2% | -3.4% | -6.7% |
| 3M | -18.4% | -8.0% | -10.3% | -15.7% |
| 6M | -0.6% | +9.2% | -9.8% | -4.6% |
| YTD | +10.9% | +41.0% | -30.1% | -4.8% |
| 1Y | -7.3% | +23.3% | -30.5% | -16.3% |
| 3Y | +2.9% | +102.8% | -99.9% | -26.6% |
| 5Y | +9.6% | +192.8% | -183.1% | -33.0% |
| All | +425.9% | +493.7% | -67.8% | +136.4% |
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