+183.3%
CAT vs IRM
+168.2%
+15.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | -10.3% | -8.6% | -1.7% | -7.0% |
| 30D | -31.2% | -8.0% | -23.2% | -28.9% |
| 3M | -34.7% | -12.0% | -22.7% | -31.3% |
| 6M | -39.5% | -18.2% | -21.3% | -34.5% |
| YTD | -1.7% | +31.4% | -33.0% | -10.8% |
| 1Y | -1.1% | +9.2% | -10.3% | -4.4% |
| 3Y | +143.9% | +94.6% | +49.3% | +76.9% |
| All | +183.3% | +168.2% | +15.1% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling