+19,050.1%
CAT vs IFF
+802.8%
+18,247.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.3% |
| 7D | +7.4% | -1.8% | +9.2% | +8.3% |
| 30D | -19.7% | -9.4% | -10.3% | -16.2% |
| 3M | -29.6% | -3.0% | -26.6% | -29.1% |
| 6M | -33.2% | +5.8% | -39.0% | -36.1% |
| YTD | +5.7% | +22.4% | -16.7% | -6.9% |
| 1Y | +9.3% | +23.0% | -13.7% | -4.2% |
| 3Y | +158.3% | +21.8% | +136.6% | +120.3% |
| 5Y | +211.6% | -39.2% | +250.8% | +252.1% |
| 10Y | +698.5% | -12.4% | +710.9% | +607.0% |
| All | +19,050.1% | +802.8% | +18,247.2% | +5,442.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling