+1,123.7%
CAT vs IFF
-19.8%
+1,143.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +0.6% | -2.8% | +3.4% | +1.6% |
| 30D | -4.5% | -1.1% | -3.4% | -4.3% |
| 3M | -5.8% | +13.8% | -19.6% | -10.9% |
| 6M | +12.7% | +16.7% | -3.9% | +4.8% |
| YTD | +41.4% | +26.1% | +15.3% | +27.1% |
| 1Y | +92.1% | +33.5% | +58.6% | +68.0% |
| 3Y | +197.5% | +31.6% | +165.9% | +153.6% |
| 5Y | +327.9% | -34.9% | +362.8% | +371.2% |
| All | +1,123.7% | -19.8% | +1,143.5% | +1,074.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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