+213.5%
CAT vs IOT
+66.5%
+147.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.5% | -2.2% |
| 7D | -6.3% | +0.8% | -7.1% | -6.4% |
| 30D | -26.8% | -0.2% | -26.6% | -26.8% |
| 3M | -30.0% | +4.0% | -34.0% | -30.4% |
| 6M | -34.6% | +39.4% | -74.0% | -37.3% |
| YTD | +2.9% | +16.9% | -14.0% | -0.3% |
| 1Y | +3.3% | +4.1% | -0.8% | +1.4% |
| 3Y | +153.7% | +72.7% | +81.0% | +130.2% |
| All | +213.5% | +66.5% | +147.1% | +163.6% |
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