+688.6%
CAT vs IJR
+151.4%
+537.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +7.4% | +2.2% | +5.3% | +5.5% |
| 30D | -19.7% | +3.8% | -23.5% | -22.5% |
| 3M | -29.6% | -5.7% | -23.9% | -25.7% |
| 6M | -33.2% | +4.6% | -37.8% | -35.6% |
| YTD | +5.7% | +18.0% | -12.3% | -7.9% |
| 1Y | +9.3% | +21.8% | -12.4% | -7.4% |
| 3Y | +158.3% | +61.1% | +97.2% | +70.8% |
| 5Y | +211.6% | +27.3% | +184.3% | +150.8% |
| All | +688.6% | +151.4% | +537.3% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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