+718.0%
CAT vs IP
+25.2%
+692.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.4% | -4.6% |
| 7D | -14.5% | -5.0% | -9.5% | -12.6% |
| 30D | -35.7% | +6.5% | -42.3% | -37.9% |
| 3M | -36.3% | -18.0% | -18.3% | -31.0% |
| 6M | -38.5% | +10.3% | -48.9% | -42.7% |
| YTD | -2.5% | -9.9% | +7.3% | -2.0% |
| 1Y | -1.9% | -1.1% | -0.8% | -6.3% |
| 3Y | +139.2% | +13.0% | +126.2% | +96.0% |
| 5Y | +192.1% | -12.3% | +204.4% | +172.0% |
| All | +718.0% | +25.2% | +692.7% | +464.4% |
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