+333.5%
CAT vs IEF
-8.2%
+341.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +5.6% | +0.1% | +5.5% | +5.6% |
| 30D | -2.3% | -0.7% | -1.6% | -2.4% |
| 3M | -10.0% | -0.4% | -9.6% | -10.1% |
| 6M | +21.2% | -2.5% | +23.7% | +20.6% |
| YTD | +44.4% | -1.6% | +46.0% | +44.0% |
| 1Y | +96.3% | -1.3% | +97.6% | +95.8% |
| 3Y | +203.9% | +10.1% | +193.8% | +208.4% |
| 5Y | +333.5% | -8.3% | +341.8% | +245.9% |
| All | +333.5% | -8.2% | +341.7% | +245.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling