+712.5%
CAT vs IVZ
+55.7%
+656.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.8% | +0.4% | +4.3% |
| 7D | -2.4% | +4.1% | -6.5% | -4.2% |
| 30D | -25.0% | -2.0% | -23.0% | -24.4% |
| 3M | -28.7% | -7.8% | -20.9% | -26.3% |
| 6M | -33.0% | +6.3% | -39.3% | -35.2% |
| YTD | +5.4% | +12.6% | -7.1% | -1.0% |
| 1Y | +7.3% | +27.6% | -20.4% | -4.8% |
| 3Y | +166.0% | +154.0% | +12.0% | +70.7% |
| 5Y | +210.1% | +37.3% | +172.8% | +149.1% |
| 10Y | +712.5% | +50.5% | +662.0% | +487.5% |
| All | +712.5% | +55.7% | +656.9% | +487.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling