+1,123.7%
CAT vs IEFA
+145.9%
+977.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.3% |
| 7D | +0.6% | -2.4% | +3.0% | +3.4% |
| 30D | -4.5% | -2.1% | -2.4% | -2.2% |
| 3M | -5.8% | +5.5% | -11.3% | -11.0% |
| 6M | +12.7% | +8.1% | +4.6% | +4.0% |
| YTD | +41.4% | +11.9% | +29.5% | +25.9% |
| 1Y | +92.1% | +18.1% | +74.0% | +61.6% |
| 3Y | +197.5% | +65.5% | +132.0% | +73.3% |
| 5Y | +327.9% | +50.1% | +277.9% | +176.9% |
| All | +1,123.7% | +145.9% | +977.9% | +405.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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