+674.0%
CAT vs IGV
+347.2%
+326.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | -6.3% | -2.3% | -4.0% | -5.3% |
| 30D | -26.8% | -11.0% | -15.8% | -23.0% |
| 3M | -30.0% | -4.5% | -25.6% | -29.0% |
| 6M | -34.6% | +10.1% | -44.7% | -38.4% |
| YTD | +2.9% | -5.1% | +8.0% | +2.7% |
| 1Y | +3.3% | -10.2% | +13.5% | +6.1% |
| 3Y | +153.7% | +37.7% | +115.9% | +109.9% |
| 5Y | +207.3% | +15.7% | +191.6% | +170.8% |
| 10Y | +674.0% | +357.1% | +316.9% | +189.1% |
| All | +674.0% | +347.2% | +326.8% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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