+25,808.1%
CAT vs IFF
+856.0%
+24,952.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | +1.7% | -1.8% | +3.5% | +2.6% |
| 30D | -6.6% | -2.0% | -4.6% | -5.9% |
| 3M | -13.3% | +18.5% | -31.8% | -20.7% |
| 6M | +11.6% | +11.7% | -0.1% | +3.7% |
| YTD | +42.9% | +29.6% | +13.4% | +23.3% |
| 1Y | +95.4% | +35.0% | +60.5% | +64.3% |
| 3Y | +196.6% | +32.3% | +164.3% | +143.3% |
| 5Y | +321.7% | -34.6% | +356.2% | +361.0% |
| 10Y | +1,140.8% | -20.6% | +1,161.4% | +1,060.7% |
| All | +25,808.1% | +856.0% | +24,952.0% | +7,245.3% |
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