+15.1%
CAT vs IRE
-97.3%
+112.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.5% | +9.7% | +7.4% |
| 7D | -2.4% | -15.5% | +13.1% | -2.3% |
| 30D | -25.0% | -70.4% | +45.4% | -19.4% |
| 3M | -28.7% | -81.6% | +52.9% | -21.6% |
| 6M | -33.0% | -94.7% | +61.7% | -23.1% |
| YTD | +5.4% | -91.8% | +97.2% | +11.8% |
| 1Y | +7.3% | -97.6% | +104.8% | +17.0% |
| All | +15.1% | -97.3% | +112.4% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling