+207.3%
CAT vs IBB
+42.1%
+165.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.8% |
| 7D | -6.3% | +0.8% | -7.1% | -6.6% |
| 30D | -26.8% | +5.2% | -32.0% | -28.7% |
| 3M | -30.0% | +8.6% | -38.6% | -33.4% |
| 6M | -34.6% | +27.8% | -62.4% | -43.4% |
| YTD | +2.9% | +28.8% | -25.9% | -11.3% |
| 1Y | +3.3% | +36.4% | -33.1% | -13.7% |
| 3Y | +153.7% | +89.3% | +64.3% | +79.3% |
| 5Y | +207.3% | +43.3% | +164.0% | +115.1% |
| All | +207.3% | +42.1% | +165.2% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling