+183.3%
CAT vs IBN
+68.5%
+114.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | -0.4% |
| 7D | -10.3% | +15.1% | -25.4% | -14.4% |
| 30D | -31.2% | +21.6% | -52.8% | -35.7% |
| 3M | -34.7% | +11.2% | -45.8% | -37.0% |
| 6M | -39.5% | +27.8% | -67.2% | -44.6% |
| YTD | -1.7% | +14.7% | -16.3% | -6.7% |
| 1Y | -1.1% | +14.4% | -15.5% | -6.2% |
| 3Y | +143.9% | +52.1% | +91.8% | +102.7% |
| All | +183.3% | +68.5% | +114.8% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling