+8,087.8%
CAT vs IJR
+1,153.0%
+6,934.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.4% |
| 7D | +1.7% | -0.2% | +1.9% | +1.9% |
| 30D | -6.6% | -2.4% | -4.1% | -4.3% |
| 3M | -13.3% | +3.9% | -17.2% | -16.1% |
| 6M | +11.6% | +12.4% | -0.8% | +0.9% |
| YTD | +42.9% | +21.5% | +21.5% | +20.5% |
| 1Y | +95.4% | +24.0% | +71.5% | +61.4% |
| 3Y | +196.6% | +49.7% | +146.9% | +105.1% |
| 5Y | +321.7% | +39.7% | +282.0% | +207.3% |
| 10Y | +1,140.8% | +169.0% | +971.8% | +376.7% |
| All | +8,087.8% | +1,153.0% | +6,934.8% | +639.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling