+1,126.0%
CAT vs IGV
+355.8%
+770.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.9% | +1.8% |
| 7D | +5.6% | -3.3% | +8.9% | +7.0% |
| 30D | -2.3% | 0.0% | -2.3% | -2.8% |
| 3M | -10.0% | +7.3% | -17.4% | -13.6% |
| 6M | +21.2% | +16.7% | +4.5% | +10.4% |
| YTD | +44.4% | -2.8% | +47.3% | +42.8% |
| 1Y | +96.3% | -6.7% | +103.0% | +97.8% |
| 3Y | +203.9% | +41.1% | +162.8% | +148.5% |
| 5Y | +333.5% | +22.0% | +311.5% | +271.4% |
| 10Y | +1,126.0% | +357.9% | +768.1% | +339.5% |
| All | +1,126.0% | +355.8% | +770.2% | +339.5% |
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