+700.3%
CAT vs IBB
+133.2%
+567.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +1.7% | -1.4% | +3.1% | +2.7% |
| 30D | -24.6% | +6.8% | -31.4% | -27.3% |
| 3M | -28.5% | +9.2% | -37.7% | -32.4% |
| 6M | -34.8% | +28.3% | -63.2% | -44.0% |
| YTD | +5.9% | +29.4% | -23.5% | -9.5% |
| 1Y | +6.8% | +33.2% | -26.3% | -10.2% |
| 3Y | +161.1% | +90.2% | +70.9% | +78.8% |
| 5Y | +213.4% | +44.0% | +169.4% | +145.6% |
| 10Y | +700.3% | +133.1% | +567.2% | +351.9% |
| All | +700.3% | +133.2% | +567.2% | +351.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling