+166.0%
CAT vs IOT
+68.2%
+97.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.1% | +4.2% | +7.0% |
| 7D | -2.4% | +0.8% | -3.2% | -2.4% |
| 30D | -25.0% | +1.6% | -26.6% | -25.1% |
| 3M | -28.7% | +3.3% | -32.0% | -29.0% |
| 6M | -33.0% | +42.0% | -75.0% | -35.4% |
| YTD | +5.4% | +19.1% | -13.7% | +3.1% |
| 1Y | +7.3% | +8.8% | -1.5% | +6.4% |
| 3Y | +166.0% | +79.2% | +86.8% | +141.1% |
| All | +166.0% | +68.2% | +97.8% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling