+4,791.5%
CAT vs IAG
+377.5%
+4,414.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| 3M | -13.3% | +19.1% | -32.4% | -15.3% |
| 6M | +11.6% | -10.3% | +21.9% | +12.1% |
| YTD | +42.9% | +24.2% | +18.8% | +37.9% |
| 1Y | +95.4% | +116.5% | -21.1% | +77.1% |
| 3Y | +196.6% | +742.8% | -546.2% | +124.2% |
| 5Y | +321.7% | +753.3% | -431.7% | +205.2% |
| 10Y | +1,140.8% | +403.2% | +737.6% | +762.0% |
| All | +4,791.5% | +377.5% | +4,414.0% | +2,794.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling