+674.0%
CAT vs IP
+24.7%
+649.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | -6.3% | 0.0% | -6.3% | -6.2% |
| 30D | -26.8% | +9.4% | -36.2% | -30.1% |
| 3M | -30.0% | -14.1% | -16.0% | -25.7% |
| 6M | -34.6% | +9.2% | -43.8% | -38.7% |
| YTD | +2.9% | -7.5% | +10.5% | +2.4% |
| 1Y | +3.3% | -2.8% | +6.1% | -0.1% |
| 3Y | +153.7% | +21.2% | +132.5% | +100.5% |
| 5Y | +207.3% | -11.5% | +218.8% | +186.1% |
| 10Y | +674.0% | +23.7% | +650.3% | +477.1% |
| All | +674.0% | +24.7% | +649.3% | +477.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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