+213.9%
CAT vs IRM
+187.5%
+26.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +7.4% | +6.8% | +0.7% | +4.6% |
| 30D | -19.7% | +2.6% | -22.3% | -20.6% |
| 3M | -29.6% | -9.5% | -20.1% | -26.8% |
| 6M | -33.2% | -8.5% | -24.7% | -30.8% |
| YTD | +5.7% | +40.3% | -34.6% | -6.7% |
| 1Y | +9.3% | +28.7% | -19.3% | -0.5% |
| 3Y | +158.3% | +111.8% | +46.5% | +80.4% |
| All | +213.9% | +187.5% | +26.5% | +98.1% |
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