+712.5%
CAT vs IWD
+212.1%
+500.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.0% | +5.2% | +4.7% |
| 7D | -2.4% | +1.3% | -3.7% | -3.9% |
| 30D | -25.0% | +3.6% | -28.6% | -28.3% |
| 3M | -28.7% | +2.3% | -31.1% | -30.9% |
| 6M | -33.0% | +13.0% | -46.0% | -42.4% |
| YTD | +5.4% | +26.2% | -20.8% | -20.0% |
| 1Y | +7.3% | +30.5% | -23.2% | -21.8% |
| 3Y | +166.0% | +86.2% | +79.8% | +29.1% |
| 5Y | +210.1% | +72.9% | +137.2% | +64.8% |
| 10Y | +712.5% | +205.0% | +507.5% | +114.4% |
| All | +712.5% | +212.1% | +500.5% | +114.4% |
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