-1.1%
CAT vs IWD
+28.1%
-29.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.5% |
| 7D | -10.3% | -0.5% | -9.8% | -9.8% |
| 30D | -31.2% | +2.7% | -33.9% | -35.1% |
| 3M | -34.7% | +0.9% | -35.5% | -36.4% |
| 6M | -39.5% | +10.5% | -50.0% | -52.1% |
| YTD | -1.7% | +23.7% | -25.4% | -37.5% |
| 1Y | -1.1% | +28.7% | -29.9% | -39.8% |
| All | -1.1% | +28.1% | -29.3% | -39.8% |
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