+96.3%
CAT vs IBN
-6.3%
+102.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +1.8% |
| 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% | -14.9% |
| 6M | +21.2% | +5.6% | +15.7% | +17.0% |
| YTD | +44.4% | -0.1% | +44.5% | +40.7% |
| 1Y | +96.3% | -6.5% | +102.8% | +92.6% |
| All | +96.3% | -6.3% | +102.6% | +92.6% |
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