+1,134.9%
CAT vs IVV
+315.9%
+819.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.2% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -6.6% | +0.1% | -6.6% | -6.6% |
| 3M | -13.3% | +2.0% | -15.3% | -14.8% |
| 6M | +11.6% | +13.0% | -1.4% | -1.5% |
| YTD | +42.9% | +13.6% | +29.4% | +25.8% |
| 1Y | +95.4% | +20.1% | +75.4% | +62.5% |
| 3Y | +196.6% | +77.6% | +119.0% | +65.1% |
| 5Y | +321.7% | +82.5% | +239.2% | +125.6% |
| All | +1,134.9% | +315.9% | +819.0% | +137.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling