+16.9%
IRM vs CAI
-8.1%
+25.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +1.6% | +0.2% | +1.5% | +1.6% |
| 30D | -4.2% | +9.1% | -13.3% | -4.6% |
| 3M | -5.4% | +53.8% | -59.1% | -8.1% |
| 6M | +12.0% | +33.5% | -21.5% | +9.1% |
| YTD | +42.0% | -8.0% | +50.1% | +42.1% |
| 1Y | +29.9% | -28.7% | +58.6% | +32.3% |
| All | +16.9% | -8.1% | +25.0% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling