+212.3%
CAT vs IJR
+28.4%
+183.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.2% |
| 7D | +1.7% | -0.4% | +2.2% | +2.4% |
| 30D | -24.6% | +3.5% | -28.1% | -27.0% |
| 3M | -28.5% | -3.8% | -24.7% | -25.8% |
| 6M | -34.8% | +4.3% | -39.1% | -37.1% |
| YTD | +5.9% | +19.4% | -13.5% | -8.9% |
| 1Y | +6.8% | +20.5% | -13.7% | -8.9% |
| 3Y | +161.1% | +63.0% | +98.1% | +71.9% |
| All | +212.3% | +28.4% | +183.9% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling