+1,282.5%
CAT vs IEFA
+217.0%
+1,065.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +1.7% | +0.6% | +1.1% | +1.1% |
| 30D | -6.6% | +1.0% | -7.6% | -7.6% |
| 3M | -13.3% | +4.7% | -18.0% | -17.1% |
| 6M | +11.6% | +8.6% | +3.0% | +3.0% |
| YTD | +42.9% | +14.8% | +28.1% | +24.7% |
| 1Y | +95.4% | +22.6% | +72.8% | +59.5% |
| 3Y | +196.6% | +67.0% | +129.6% | +76.2% |
| 5Y | +321.7% | +52.3% | +269.4% | +174.4% |
| 10Y | +1,140.8% | +147.3% | +993.4% | +409.3% |
| All | +1,282.5% | +217.0% | +1,065.5% | +325.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling