+201.7%
CAT vs IGV
+45.0%
+156.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.4% |
| 7D | +1.7% | -4.5% | +6.2% | +3.2% |
| 30D | -6.6% | +3.2% | -9.8% | -7.8% |
| 3M | -13.3% | +4.5% | -17.8% | -14.7% |
| 6M | +11.6% | +22.1% | -10.5% | +1.2% |
| YTD | +42.9% | -1.0% | +44.0% | +45.1% |
| 1Y | +95.4% | -2.1% | +97.5% | +99.3% |
| All | +201.7% | +45.0% | +156.7% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling