+192.1%
CAT vs IVV
+67.5%
+124.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -2.0% | -1.6% |
| 7D | -14.5% | -4.8% | -9.7% | -9.9% |
| 30D | -35.7% | -5.9% | -29.8% | -31.3% |
| 3M | -36.3% | -4.5% | -31.8% | -32.9% |
| 6M | -38.5% | +1.8% | -40.4% | -39.2% |
| YTD | -2.5% | +8.4% | -10.9% | -9.1% |
| 1Y | -1.9% | +9.4% | -11.3% | -9.2% |
| 3Y | +139.2% | +75.3% | +63.9% | +45.6% |
| 5Y | +192.1% | +67.8% | +124.4% | +78.3% |
| All | +192.1% | +67.5% | +124.7% | +78.3% |
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