+37.4%
CAVA vs IRM
+128.0%
-90.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.6% |
| 7D | -1.5% | +1.6% | -3.2% | -2.5% |
| 30D | -3.7% | -4.2% | +0.5% | -1.5% |
| 3M | -18.3% | -5.4% | -12.9% | -16.5% |
| 6M | -23.5% | +12.0% | -35.5% | -29.5% |
| YTD | +2.5% | +42.0% | -39.6% | -19.9% |
| 1Y | -8.0% | +29.9% | -37.8% | -24.7% |
| 3Y | +53.5% | +104.4% | -50.9% | -20.1% |
| All | +37.4% | +128.0% | -90.7% | -37.1% |
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 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