+213.9%
CAT vs IAG
+421.7%
-207.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +7.4% | -7.7% | +15.1% | +8.4% |
| 30D | -19.7% | +1.6% | -21.3% | -19.9% |
| 3M | -29.6% | -2.4% | -27.2% | -29.6% |
| 6M | -33.2% | -7.8% | -25.4% | -33.1% |
| YTD | +5.7% | +5.0% | +0.6% | +3.9% |
| 1Y | +9.3% | +25.7% | -16.3% | +5.7% |
| 3Y | +158.3% | +694.5% | -536.2% | +103.3% |
| All | +213.9% | +421.7% | -207.8% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling