+15.6%
CAT vs IRE
-97.5%
+113.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.1% | -9.2% | +1.9% |
| 7D | +1.7% | -15.1% | +16.9% | +2.0% |
| 30D | -24.6% | -71.4% | +46.8% | -18.8% |
| 3M | -28.5% | -81.2% | +52.7% | -21.5% |
| 6M | -34.8% | -93.7% | +58.9% | -25.9% |
| YTD | +5.9% | -92.2% | +98.1% | +12.7% |
| 1Y | +6.8% | -97.3% | +104.1% | +16.2% |
| All | +15.6% | -97.5% | +113.1% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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