+95.4%
CAT vs IBN
-4.0%
+99.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +1.7% | +1.4% | +0.3% | +1.3% |
| 30D | -6.6% | -0.3% | -6.2% | -6.5% |
| 3M | -13.3% | +17.1% | -30.4% | -18.1% |
| 6M | +11.6% | +3.4% | +8.2% | +7.9% |
| YTD | +42.9% | +2.5% | +40.4% | +38.1% |
| 1Y | +95.4% | -4.2% | +99.6% | +89.8% |
| All | +95.4% | -4.0% | +99.4% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling