+73.5%
CART vs IRM
+99.9%
-26.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.0% |
| 7D | +1.2% | +8.6% | -7.4% | -0.5% |
| 30D | +17.8% | 0.0% | +17.8% | +17.6% |
| 3M | +20.7% | -7.1% | +27.9% | +22.1% |
| 6M | +49.7% | -7.9% | +57.6% | +51.3% |
| YTD | +30.0% | +41.3% | -11.3% | +18.1% |
| 1Y | +48.4% | +20.7% | +27.6% | +39.9% |
| 3Y | +132.0% | +112.2% | +19.8% | +79.8% |
| All | +73.5% | +99.9% | -26.3% | +32.4% |
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