+7,260.1%
CAT vs IRM
+9,145.3%
-1,885.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -10.3% | -8.6% | -1.7% | -7.8% |
| 30D | -31.2% | -8.0% | -23.2% | -29.4% |
| 3M | -34.7% | -12.0% | -22.7% | -32.1% |
| 6M | -39.5% | -18.2% | -21.3% | -35.6% |
| YTD | -1.7% | +31.4% | -33.0% | -9.6% |
| 1Y | -1.1% | +9.2% | -10.3% | -4.0% |
| 3Y | +143.9% | +94.6% | +49.3% | +94.5% |
| 5Y | +194.8% | +170.2% | +24.6% | +110.4% |
| 10Y | +739.8% | +464.3% | +275.5% | +365.1% |
| All | +7,260.1% | +9,145.3% | -1,885.3% | +2,605.9% |
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