+8.9%
CAT vs IVV
+14.7%
-5.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.9% | -8.1% |
| 7D | -17.1% | -0.7% | -16.4% | -16.0% |
| 30D | -30.1% | -1.0% | -29.1% | -28.6% |
| 3M | -32.4% | -0.3% | -32.1% | -31.9% |
| 6M | -32.1% | +7.4% | -39.5% | -40.1% |
| YTD | +4.1% | +13.4% | -9.3% | -16.3% |
| 1Y | +8.9% | +14.8% | -5.9% | -13.6% |
| All | +8.9% | +14.7% | -5.8% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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