+183.3%
CAT vs IGV
+12.2%
+171.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -10.3% | -5.2% | -5.1% | -8.7% |
| 30D | -31.2% | -10.0% | -21.2% | -28.7% |
| 3M | -34.7% | -0.5% | -34.1% | -34.8% |
| 6M | -39.5% | +12.6% | -52.1% | -42.7% |
| YTD | -1.7% | -6.4% | +4.8% | -0.4% |
| 1Y | -1.1% | -9.5% | +8.4% | +1.7% |
| 3Y | +143.9% | +41.7% | +102.2% | +110.3% |
| All | +183.3% | +12.2% | +171.1% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling