+1,134.9%
CAT vs IP
+23.2%
+1,111.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.7% |
| 7D | +1.7% | -5.3% | +7.0% | +4.2% |
| 30D | -6.6% | -10.9% | +4.3% | -1.7% |
| 3M | -13.3% | +11.2% | -24.5% | -18.5% |
| 6M | +11.6% | -10.2% | +21.8% | +14.5% |
| YTD | +42.9% | -2.0% | +44.9% | +39.5% |
| 1Y | +95.4% | -19.1% | +114.5% | +107.0% |
| 3Y | +196.6% | +20.9% | +175.7% | +137.8% |
| 5Y | +321.7% | -17.8% | +339.5% | +315.3% |
| All | +1,134.9% | +23.2% | +1,111.7% | +792.9% |
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