+725.3%
CAT vs IWD
+207.5%
+517.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | -10.3% | -0.5% | -9.8% | -9.9% |
| 30D | -31.2% | +2.7% | -33.9% | -33.6% |
| 3M | -34.7% | +0.9% | -35.5% | -35.6% |
| 6M | -39.5% | +10.5% | -50.0% | -46.6% |
| YTD | -1.7% | +23.7% | -25.4% | -23.7% |
| 1Y | -1.1% | +28.7% | -29.9% | -26.8% |
| 3Y | +143.9% | +79.7% | +64.1% | +23.2% |
| 5Y | +194.8% | +69.7% | +125.1% | +59.8% |
| All | +725.3% | +207.5% | +517.8% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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