+16.0%
IRM vs CAI
-9.9%
+25.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +2.0% |
| 7D | -1.4% | -2.9% | +1.5% | -1.3% |
| 30D | -7.4% | +9.3% | -16.7% | -7.8% |
| 3M | -7.4% | +35.2% | -42.6% | -9.1% |
| 6M | +8.7% | +30.7% | -22.1% | +5.9% |
| YTD | +40.9% | -9.8% | +50.7% | +41.1% |
| 1Y | +20.5% | -28.9% | +49.4% | +22.8% |
| All | +16.0% | -9.9% | +25.9% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling