+141.7%
CAT vs IVV
+74.9%
+66.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -2.0% | -0.5% |
| 7D | -14.5% | -4.8% | -9.7% | -8.8% |
| 30D | -35.7% | -5.9% | -29.8% | -30.2% |
| 3M | -36.3% | -4.5% | -31.8% | -32.1% |
| 6M | -38.5% | +1.8% | -40.4% | -39.4% |
| YTD | -2.5% | +8.4% | -10.9% | -10.8% |
| 1Y | -1.9% | +9.4% | -11.3% | -11.1% |
| All | +141.7% | +74.9% | +66.8% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling