+1,144.3%
CAT vs IJH
+184.0%
+960.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.9% |
| 7D | +0.6% | -1.9% | +2.4% | +2.5% |
| 30D | -4.3% | -4.6% | +0.3% | +0.5% |
| 3M | -8.6% | -1.2% | -7.5% | -7.2% |
| 6M | +16.1% | +9.4% | +6.7% | +7.4% |
| YTD | +43.8% | +13.3% | +30.4% | +28.9% |
| 1Y | +91.5% | +13.4% | +78.1% | +71.6% |
| 3Y | +202.7% | +50.4% | +152.3% | +108.4% |
| 5Y | +335.1% | +49.0% | +286.2% | +199.5% |
| All | +1,144.3% | +184.0% | +960.3% | +361.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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