+332.7%
CAT vs IJR
+39.8%
+292.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | +0.2% |
| 7D | +2.9% | -1.1% | +4.1% | +4.0% |
| 30D | -2.6% | -3.6% | +1.0% | +0.9% |
| 3M | -10.7% | +2.3% | -13.0% | -12.3% |
| 6M | +16.1% | +14.3% | +1.8% | +3.4% |
| YTD | +43.2% | +19.3% | +23.9% | +23.3% |
| 1Y | +96.8% | +22.6% | +74.2% | +65.2% |
| 3Y | +201.4% | +53.5% | +147.8% | +108.7% |
| 5Y | +332.7% | +39.9% | +292.7% | +208.2% |
| All | +332.7% | +39.8% | +292.8% | +208.2% |
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 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