+50.2%
CART vs IRM
+12.7%
+37.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -0.6% | -5.3% | +4.7% | -0.1% |
| 30D | +23.1% | -2.3% | +25.4% | +23.3% |
| 3M | +19.2% | -7.4% | +26.6% | +19.9% |
| 6M | +45.7% | -12.2% | +57.9% | +47.7% |
| YTD | +30.9% | +38.6% | -7.8% | +27.3% |
| 1Y | +50.2% | +14.9% | +35.3% | +48.5% |
| All | +50.2% | +12.7% | +37.4% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling