+28.7%
IRM vs CAI
-6.2%
+34.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.4% |
| 7D | +6.8% | -8.7% | +15.5% | +7.5% |
| 30D | +2.6% | -23.8% | +26.5% | +5.2% |
| 3M | -9.5% | +3.9% | -13.3% | -7.7% |
| 6M | -8.5% | +56.8% | -65.3% | -8.7% |
| YTD | +40.3% | -14.6% | +54.9% | +40.3% |
| 1Y | +28.7% | -5.2% | +33.9% | +30.4% |
| All | +28.7% | -6.2% | +34.9% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling