+143.9%
CAT vs IAG
+621.5%
-477.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.3% | 0.0% |
| 7D | -10.3% | +21.4% | -31.7% | -12.6% |
| 30D | -31.2% | +4.0% | -35.2% | -31.6% |
| 3M | -34.7% | +17.0% | -51.7% | -36.1% |
| 6M | -39.5% | +1.4% | -40.9% | -40.2% |
| YTD | -1.7% | +13.8% | -15.4% | -4.0% |
| 1Y | -1.1% | +55.8% | -56.9% | -5.8% |
| 3Y | +143.9% | +647.4% | -503.6% | +99.0% |
| All | +143.9% | +621.5% | -477.7% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling