+332.7%
CAT vs IFF
-35.9%
+368.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +2.9% | -3.0% | +6.0% | +3.7% |
| 30D | -2.6% | -0.9% | -1.7% | -2.5% |
| 3M | -10.7% | +11.8% | -22.5% | -13.7% |
| 6M | +16.1% | +16.5% | -0.4% | +10.3% |
| YTD | +43.2% | +26.5% | +16.7% | +32.6% |
| 1Y | +96.8% | +32.7% | +64.1% | +79.1% |
| 3Y | +201.4% | +32.0% | +169.4% | +168.5% |
| 5Y | +332.7% | -36.1% | +368.8% | +355.6% |
| All | +332.7% | -35.9% | +368.5% | +355.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling