+326.0%
CAT vs IVZ
+64.2%
+261.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +1.7% | +0.6% | +1.1% | +1.4% |
| 30D | -6.6% | +4.0% | -10.6% | -8.2% |
| 3M | -13.3% | +18.2% | -31.5% | -19.8% |
| 6M | +11.6% | +32.8% | -21.2% | -2.3% |
| YTD | +42.9% | +28.7% | +14.2% | +26.4% |
| 1Y | +95.4% | +55.4% | +40.1% | +58.6% |
| 3Y | +196.6% | +135.2% | +61.4% | +94.0% |
| All | +326.0% | +64.2% | +261.8% | +206.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling