+3,265.2%
CAT vs IAG
+337.4%
+2,927.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.3% | +0.1% |
| 7D | -10.3% | +21.4% | -31.7% | -12.4% |
| 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% | -40.0% |
| YTD | -1.7% | +13.8% | -15.4% | -4.4% |
| 1Y | -1.1% | +55.8% | -56.9% | -7.2% |
| 3Y | +143.9% | +647.4% | -503.6% | +86.9% |
| 5Y | +194.8% | +519.1% | -324.4% | +121.1% |
| 10Y | +739.8% | +345.6% | +394.2% | +494.3% |
| All | +3,265.2% | +337.4% | +2,927.8% | +1,906.7% |
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 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