+43.8%
CAVA vs IRM
+98.2%
-54.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.4% |
| 7D | -12.4% | -1.8% | -10.6% | -11.5% |
| 30D | -11.2% | -7.8% | -3.4% | -7.4% |
| 3M | -33.8% | -7.9% | -25.9% | -31.3% |
| 6M | -32.5% | +6.3% | -38.9% | -35.8% |
| YTD | -8.0% | +38.2% | -46.1% | -26.1% |
| 1Y | -17.1% | +19.8% | -37.0% | -27.9% |
| All | +43.8% | +98.2% | -54.4% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling