+1,157.1%
CAT vs IEF
+4.6%
+1,152.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -1.1% |
| 7D | +2.9% | -0.3% | +3.2% | +2.7% |
| 30D | -2.6% | -0.6% | -2.1% | -3.1% |
| 3M | -10.7% | -1.0% | -9.7% | -11.5% |
| 6M | +16.1% | -3.1% | +19.2% | +12.6% |
| YTD | +43.2% | -1.9% | +45.1% | +40.5% |
| 1Y | +96.8% | -1.4% | +98.2% | +94.1% |
| 3Y | +201.4% | +9.8% | +191.6% | +230.1% |
| 5Y | +332.7% | -8.8% | +341.5% | +218.1% |
| 10Y | +1,157.1% | +4.7% | +1,152.4% | +1,184.0% |
| All | +1,157.1% | +4.6% | +1,152.6% | +1,184.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling