+96.3%
CAT vs IVZ
+51.7%
+44.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +2.1% |
| 7D | +5.6% | +1.1% | +4.5% | +5.0% |
| 30D | -2.3% | +3.1% | -5.4% | -3.8% |
| 3M | -10.0% | +18.2% | -28.2% | -16.8% |
| 6M | +21.2% | +38.6% | -17.4% | +3.2% |
| YTD | +44.4% | +25.9% | +18.5% | +27.8% |
| 1Y | +96.3% | +51.7% | +44.6% | +60.3% |
| All | +96.3% | +51.7% | +44.6% | +60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling