+1,157.1%
CAT vs IVZ
+60.3%
+1,096.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.5% |
| 7D | +2.9% | +1.2% | +1.8% | +2.4% |
| 30D | -2.6% | +1.8% | -4.4% | -3.5% |
| 3M | -10.7% | +15.7% | -26.4% | -16.6% |
| 6M | +16.1% | +36.3% | -20.2% | +0.7% |
| YTD | +43.2% | +24.9% | +18.3% | +28.7% |
| 1Y | +96.8% | +48.9% | +47.9% | +63.3% |
| 3Y | +201.4% | +136.8% | +64.5% | +98.5% |
| 5Y | +332.7% | +60.0% | +272.7% | +224.0% |
| 10Y | +1,157.1% | +63.4% | +1,093.7% | +759.9% |
| All | +1,157.1% | +60.3% | +1,096.8% | +759.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IVZ 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling