+695.3%
CAT vs IWD
+202.4%
+492.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.1% |
| 7D | +9.3% | +1.7% | +7.6% | +7.2% |
| 30D | -21.5% | +3.2% | -24.7% | -24.6% |
| 3M | -29.1% | +2.3% | -31.4% | -31.2% |
| 6M | -33.4% | +12.9% | -46.3% | -42.7% |
| YTD | +6.6% | +26.2% | -19.7% | -19.2% |
| 1Y | +6.5% | +28.3% | -21.7% | -20.7% |
| 3Y | +162.7% | +84.4% | +78.3% | +29.0% |
| 5Y | +214.2% | +73.0% | +141.3% | +66.9% |
| All | +695.3% | +202.4% | +492.9% | +117.9% |
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