+203.9%
CAT vs IOT
+30.1%
+173.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +5.6% | +2.8% | +2.8% | +5.3% |
| 30D | -2.3% | -1.8% | -0.6% | -2.3% |
| 3M | -10.0% | +17.9% | -27.9% | -11.5% |
| 6M | +21.2% | +13.5% | +7.7% | +19.2% |
| YTD | +44.4% | +13.3% | +31.2% | +41.3% |
| 1Y | +96.3% | -3.3% | +99.6% | +96.8% |
| 3Y | +203.9% | +31.3% | +172.6% | +180.8% |
| All | +203.9% | +30.1% | +173.9% | +180.8% |
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