+695.3%
CAT vs IBB
+127.7%
+567.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.8% |
| 7D | +9.3% | +1.6% | +7.7% | +8.4% |
| 30D | -21.5% | +6.7% | -28.2% | -24.3% |
| 3M | -29.1% | +6.3% | -35.4% | -32.0% |
| 6M | -33.4% | +23.9% | -57.3% | -41.6% |
| YTD | +6.6% | +26.6% | -20.0% | -7.9% |
| 1Y | +6.5% | +29.6% | -23.1% | -9.1% |
| 3Y | +162.7% | +86.1% | +76.6% | +82.1% |
| 5Y | +214.2% | +40.3% | +173.9% | +149.8% |
| All | +695.3% | +127.7% | +567.6% | +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