-1.3%
CAT vs IRM
+5.7%
-7.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | -10.3% | -8.6% | -1.7% | -5.7% |
| 30D | -31.2% | -8.0% | -23.2% | -28.0% |
| 3M | -34.7% | -12.0% | -22.7% | -29.9% |
| 6M | -39.5% | -18.2% | -21.3% | -32.4% |
| YTD | -1.7% | +31.4% | -33.0% | -12.5% |
| All | -1.3% | +5.7% | -7.1% | -5.3% |
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