+8,173.7%
CAT vs IJH
+1,068.3%
+7,105.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.7% |
| 7D | +5.6% | +1.0% | +4.5% | +4.4% |
| 30D | -2.3% | -3.1% | +0.8% | +1.0% |
| 3M | -10.0% | +1.9% | -11.9% | -11.3% |
| 6M | +21.2% | +11.0% | +10.2% | +10.0% |
| YTD | +44.4% | +14.7% | +29.7% | +27.2% |
| 1Y | +96.3% | +15.6% | +80.7% | +71.5% |
| 3Y | +203.9% | +52.5% | +151.4% | +101.1% |
| 5Y | +333.5% | +49.1% | +284.4% | +189.8% |
| 10Y | +1,126.0% | +177.7% | +948.4% | +325.1% |
| All | +8,173.7% | +1,068.3% | +7,105.4% | +615.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling