+201.7%
CAT vs IAG
+790.4%
-588.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.0% |
| 7D | +1.7% | -0.5% | +2.2% | +1.7% |
| 30D | -6.6% | +28.9% | -35.4% | -9.6% |
| 3M | -13.3% | +19.1% | -32.4% | -15.6% |
| 6M | +11.6% | -10.3% | +21.9% | +11.2% |
| YTD | +42.9% | +24.2% | +18.8% | +38.3% |
| 1Y | +95.4% | +116.5% | -21.1% | +81.5% |
| All | +201.7% | +790.4% | -588.8% | +138.4% |
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