+8.9%
CAT vs IEF
-1.9%
+10.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.5% | -5.8% | -5.5% |
| 7D | -17.1% | +0.9% | -18.0% | -17.5% |
| 30D | -30.1% | +3.1% | -33.2% | -32.1% |
| 3M | -32.4% | -1.4% | -31.0% | -30.4% |
| 6M | -32.1% | -1.6% | -30.6% | -30.0% |
| YTD | +4.1% | -2.1% | +6.2% | +8.2% |
| 1Y | +8.9% | -2.0% | +10.9% | +12.9% |
| All | +8.9% | -1.9% | +10.8% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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