+1,126.0%
CAT vs IAG
+371.0%
+755.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.9% | +1.2% |
| 7D | +5.6% | +4.3% | +1.3% | +5.2% |
| 30D | -2.3% | +9.8% | -12.1% | -3.1% |
| 3M | -10.0% | +28.9% | -38.9% | -11.9% |
| 6M | +21.2% | -7.6% | +28.8% | +21.1% |
| YTD | +44.4% | +22.0% | +22.5% | +41.5% |
| 1Y | +96.3% | +99.5% | -3.2% | +86.7% |
| 3Y | +203.9% | +818.3% | -614.4% | +160.7% |
| 5Y | +333.5% | +785.9% | -452.4% | +262.1% |
| 10Y | +1,126.0% | +381.1% | +744.9% | +923.7% |
| All | +1,126.0% | +371.0% | +755.1% | +923.7% |
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