+8,114.0%
CAT vs IBN
+1,532.9%
+6,581.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +1.7% | +1.4% | +0.3% | +1.4% |
| 30D | -6.6% | -0.3% | -6.2% | -6.5% |
| 3M | -13.3% | +17.1% | -30.4% | -16.7% |
| 6M | +11.6% | +3.4% | +8.2% | +10.6% |
| YTD | +42.9% | +2.5% | +40.4% | +41.8% |
| 1Y | +95.4% | -4.2% | +99.6% | +96.7% |
| 3Y | +196.6% | +32.4% | +164.2% | +173.9% |
| 5Y | +321.7% | +59.2% | +262.5% | +269.9% |
| 10Y | +1,140.8% | +345.7% | +795.1% | +713.8% |
| All | +8,114.0% | +1,532.9% | +6,581.1% | +3,653.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling