+213.9%
CAT vs IVV
+72.6%
+141.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +7.4% | +2.6% | +4.9% | +4.7% |
| 30D | -19.7% | -2.0% | -17.7% | -17.7% |
| 3M | -29.6% | -2.8% | -26.8% | -27.2% |
| 6M | -33.2% | +2.2% | -35.4% | -34.2% |
| YTD | +5.7% | +11.5% | -5.9% | -4.3% |
| 1Y | +9.3% | +13.5% | -4.1% | -2.5% |
| 3Y | +158.3% | +78.1% | +80.2% | +54.5% |
| All | +213.9% | +72.6% | +141.3% | +84.9% |
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