+712.5%
CAT vs IAG
+326.7%
+385.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.8% | +1.4% | +6.8% |
| 7D | -2.4% | +24.0% | -26.4% | -4.0% |
| 30D | -25.0% | +5.5% | -30.5% | -25.4% |
| 3M | -28.7% | +8.3% | -37.0% | -29.3% |
| 6M | -33.0% | +6.1% | -39.1% | -33.6% |
| YTD | +5.4% | +20.3% | -14.9% | +3.3% |
| 1Y | +7.3% | +56.5% | -49.2% | +3.5% |
| 3Y | +166.0% | +762.6% | -596.6% | +130.0% |
| 5Y | +210.1% | +546.3% | -336.2% | +162.2% |
| 10Y | +712.5% | +356.1% | +356.4% | +577.3% |
| All | +712.5% | +326.7% | +385.9% | +577.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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