+183.3%
CAT vs IVV
+67.9%
+115.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.5% |
| 7D | -10.3% | -2.7% | -7.6% | -7.6% |
| 30D | -31.2% | -5.4% | -25.8% | -26.9% |
| 3M | -34.7% | -4.1% | -30.6% | -31.6% |
| 6M | -39.5% | +0.7% | -40.2% | -39.5% |
| YTD | -1.7% | +8.7% | -10.4% | -8.6% |
| 1Y | -1.1% | +11.0% | -12.1% | -9.8% |
| 3Y | +143.9% | +75.4% | +68.4% | +48.3% |
| All | +183.3% | +67.9% | +115.3% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling