+3.8%
CAT vs IRE
-97.7%
+101.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -15.8% | +13.4% | -1.0% |
| 7D | -6.3% | -41.9% | +35.6% | -3.1% |
| 30D | -26.8% | -75.1% | +48.3% | -19.9% |
| 3M | -30.0% | -82.4% | +52.3% | -22.3% |
| 6M | -34.6% | -95.5% | +60.9% | -23.2% |
| YTD | +2.9% | -93.1% | +96.0% | +10.0% |
| All | +3.8% | -97.7% | +101.5% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling