+1,685.5%
CAT vs IBKR
+1,318.9%
+366.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | +0.6% | -3.8% | +4.4% | +2.2% |
| 30D | -4.5% | -0.3% | -4.2% | -4.6% |
| 3M | -5.8% | +4.8% | -10.6% | -8.3% |
| 6M | +12.7% | +30.8% | -18.0% | -0.3% |
| YTD | +41.4% | +39.5% | +1.9% | +21.5% |
| 1Y | +92.1% | +43.7% | +48.4% | +62.5% |
| 3Y | +197.5% | +284.7% | -87.2% | +59.6% |
| 5Y | +327.9% | +484.9% | -157.0% | +86.5% |
| 10Y | +1,140.8% | +980.8% | +160.0% | +301.7% |
| All | +1,685.5% | +1,318.9% | +366.6% | +296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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