+5,966.2%
CAT vs IJR
+1,131.4%
+4,834.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.3% |
| 1Y | +6.8% | +20.5% | -13.7% | -9.3% |
| 3Y | +161.1% | +63.0% | +98.1% | +66.8% |
| 5Y | +213.4% | +28.6% | +184.8% | +147.0% |
| 10Y | +700.3% | +157.2% | +543.2% | +220.8% |
| All | +5,966.2% | +1,131.4% | +4,834.9% | +456.8% |
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