+10,598.4%
CAT vs IRM
+9,964.6%
+633.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | -6.6% | -8.1% | +1.5% | -4.1% |
| 3M | -13.3% | -9.7% | -3.6% | -10.5% |
| 6M | +11.6% | +10.0% | +1.6% | +8.6% |
| YTD | +42.9% | +43.0% | -0.1% | +28.1% |
| 1Y | +95.4% | +32.7% | +62.8% | +78.4% |
| 3Y | +196.6% | +102.7% | +93.9% | +133.6% |
| 5Y | +321.7% | +187.6% | +134.1% | +195.0% |
| 10Y | +1,140.8% | +420.1% | +720.7% | +601.0% |
| All | +10,598.4% | +9,964.6% | +633.8% | +3,733.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling