+326.0%
CAT vs IP
-17.2%
+343.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.0% |
| 7D | +1.7% | -5.3% | +7.0% | +3.5% |
| 30D | -6.6% | -10.9% | +4.3% | -3.1% |
| 3M | -13.3% | +11.2% | -24.5% | -17.0% |
| 6M | +11.6% | -10.2% | +21.8% | +14.3% |
| YTD | +42.9% | -2.0% | +44.9% | +41.1% |
| 1Y | +95.4% | -19.1% | +114.5% | +105.5% |
| 3Y | +196.6% | +20.9% | +175.7% | +151.4% |
| All | +326.0% | -17.2% | +343.2% | +314.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling