+1,126.0%
CAT vs IBN
+312.4%
+813.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +1.9% |
| 7D | +5.6% | -2.2% | +7.7% | +6.3% |
| 30D | -2.3% | -2.3% | -0.1% | -1.7% |
| 3M | -10.0% | +15.9% | -25.9% | -14.3% |
| 6M | +21.2% | +5.6% | +15.7% | +18.9% |
| YTD | +44.4% | -0.1% | +44.5% | +44.0% |
| 1Y | +96.3% | -6.5% | +102.8% | +99.2% |
| 3Y | +203.9% | +29.3% | +174.6% | +175.0% |
| 5Y | +333.5% | +56.6% | +276.9% | +265.1% |
| 10Y | +1,126.0% | +314.4% | +811.7% | +671.5% |
| All | +1,126.0% | +312.4% | +813.7% | +671.5% |
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