+4,696.7%
CAT vs IBB
+554.8%
+4,141.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.0% | -1.3% | -3.6% |
| 7D | -14.5% | -3.6% | -10.9% | -12.7% |
| 30D | -35.7% | +3.4% | -39.1% | -37.0% |
| 3M | -36.3% | +9.5% | -45.8% | -40.0% |
| 6M | -38.5% | +23.3% | -61.8% | -45.9% |
| YTD | -2.5% | +24.5% | -27.1% | -14.8% |
| 1Y | -1.9% | +32.9% | -34.8% | -17.3% |
| 3Y | +139.2% | +76.6% | +62.6% | +71.2% |
| 5Y | +192.1% | +35.5% | +156.6% | +137.3% |
| 10Y | +732.3% | +156.7% | +575.5% | +355.4% |
| All | +4,696.7% | +554.8% | +4,141.9% | +1,092.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling