+183.3%
CAT vs IBB
+37.5%
+145.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | 0.0% |
| 7D | -10.3% | -1.8% | -8.5% | -9.4% |
| 30D | -31.2% | +5.1% | -36.3% | -33.0% |
| 3M | -34.7% | +10.7% | -45.4% | -38.6% |
| 6M | -39.5% | +22.9% | -62.4% | -46.5% |
| YTD | -1.7% | +26.7% | -28.4% | -14.6% |
| 1Y | -1.1% | +35.1% | -36.2% | -17.1% |
| 3Y | +143.9% | +80.2% | +63.7% | +75.9% |
| All | +183.3% | +37.5% | +145.8% | +102.1% |
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