+330.7%
CAT vs IOT
+54.4%
+276.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | -4.5% | -4.7% | +0.1% | -4.2% |
| 3M | -5.8% | +17.8% | -23.6% | -7.7% |
| 6M | +12.7% | +16.8% | -4.1% | +9.8% |
| YTD | +41.4% | +8.4% | +32.9% | +38.0% |
| 1Y | +92.1% | -0.8% | +92.9% | +89.2% |
| 3Y | +197.5% | +25.7% | +171.7% | +178.1% |
| All | +330.7% | +54.4% | +276.4% | +265.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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