+221.9%
CAT vs IOT
+66.1%
+155.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +7.4% | +0.9% | +6.5% | +7.4% |
| 30D | -19.7% | +1.4% | -21.0% | -19.8% |
| 3M | -29.6% | +0.5% | -30.1% | -29.8% |
| 6M | -33.2% | +50.3% | -83.5% | -36.4% |
| YTD | +5.7% | +16.7% | -11.0% | +2.3% |
| 1Y | +9.3% | +6.8% | +2.5% | +7.0% |
| 3Y | +158.3% | +75.5% | +82.9% | +134.1% |
| All | +221.9% | +66.1% | +155.8% | +170.7% |
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