+141.7%
CAT vs IWD
+79.4%
+62.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.6% | -3.8% | -2.4% |
| 7D | -14.5% | -0.9% | -13.6% | -13.4% |
| 30D | -35.7% | +2.6% | -38.4% | -38.5% |
| 3M | -36.3% | +1.2% | -37.5% | -37.9% |
| 6M | -38.5% | +12.1% | -50.7% | -48.9% |
| YTD | -2.5% | +24.1% | -26.7% | -29.7% |
| 1Y | -1.9% | +28.5% | -30.4% | -32.5% |
| All | +141.7% | +79.4% | +62.3% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling