+96.3%
CAT vs IRM
+31.5%
+64.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | +5.6% | +1.6% | +3.9% | +4.7% |
| 30D | -2.3% | -4.2% | +1.8% | -0.2% |
| 3M | -10.0% | -5.4% | -4.6% | -7.5% |
| 6M | +21.2% | +12.0% | +9.2% | +17.2% |
| YTD | +44.4% | +42.0% | +2.4% | +32.4% |
| 1Y | +96.3% | +29.9% | +66.4% | +81.5% |
| All | +96.3% | +31.5% | +64.8% | +81.5% |
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