+326.0%
CAT vs IBB
+22.5%
+303.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.2% |
| 7D | +1.7% | +1.4% | +0.3% | +0.9% |
| 30D | -6.6% | +10.5% | -17.0% | -11.8% |
| 3M | -13.3% | +23.6% | -36.9% | -23.2% |
| 6M | +11.6% | +22.6% | -11.0% | -0.9% |
| YTD | +42.9% | +25.7% | +17.3% | +25.2% |
| 1Y | +95.4% | +51.4% | +44.1% | +54.9% |
| 3Y | +196.6% | +64.4% | +132.2% | +123.9% |
| All | +326.0% | +22.5% | +303.5% | +224.7% |
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