+9.3%
CAT vs IEF
-3.1%
+12.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +7.4% | -2.0% | +9.4% | +8.4% |
| 30D | -19.7% | +0.7% | -20.4% | -20.9% |
| 3M | -29.6% | -2.5% | -27.1% | -27.3% |
| 6M | -33.2% | -2.6% | -30.6% | -31.0% |
| YTD | +5.7% | -3.2% | +8.9% | +10.1% |
| 1Y | +9.3% | -3.0% | +12.4% | +13.3% |
| All | +9.3% | -3.1% | +12.4% | +13.3% |
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