+712.5%
CAT vs IBN
+368.7%
+343.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.6% | +6.7% |
| 7D | -2.4% | +14.6% | -17.0% | -6.6% |
| 30D | -25.0% | +23.5% | -48.5% | -30.1% |
| 3M | -28.7% | +14.0% | -42.7% | -31.9% |
| 6M | -33.0% | +31.1% | -64.1% | -38.9% |
| YTD | +5.4% | +16.6% | -11.1% | -0.3% |
| 1Y | +7.3% | +14.9% | -7.7% | +1.9% |
| 3Y | +166.0% | +56.9% | +109.2% | +125.1% |
| 5Y | +210.1% | +69.7% | +140.4% | +153.5% |
| 10Y | +712.5% | +365.4% | +347.1% | +377.5% |
| All | +712.5% | +368.7% | +343.9% | +377.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling