+11.6%
CAT vs IVV
+13.6%
-2.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.5% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | -6.6% | +0.1% | -6.6% | -6.8% |
| 3M | -13.3% | +2.0% | -15.3% | -16.6% |
| 6M | +11.6% | +13.0% | -1.4% | -10.2% |
| All | +11.6% | +13.6% | -2.0% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling