+201.5%
CAT vs IVV
+77.8%
+123.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.3% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -6.6% | +0.1% | -6.6% | -6.7% |
| 3M | -13.3% | +2.0% | -15.3% | -15.2% |
| 6M | +11.6% | +13.0% | -1.4% | -3.9% |
| YTD | +42.9% | +13.6% | +29.4% | +22.6% |
| 1Y | +95.4% | +20.1% | +75.4% | +57.3% |
| All | +201.5% | +77.8% | +123.7% | +51.2% |
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