+9.3%
CAT vs IWD
+28.9%
-19.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -1.2% |
| 7D | +7.4% | +2.3% | +5.2% | +3.3% |
| 30D | -19.7% | +3.6% | -23.3% | -25.1% |
| 3M | -29.6% | +2.2% | -31.8% | -32.6% |
| 6M | -33.2% | +13.0% | -46.2% | -49.2% |
| YTD | +5.7% | +26.5% | -20.9% | -35.7% |
| 1Y | +9.3% | +30.1% | -20.8% | -36.1% |
| All | +9.3% | +28.9% | -19.6% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling