+207.3%
CAT vs IWD
+73.2%
+134.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -6.3% | +1.6% | -7.9% | -8.3% |
| 30D | -26.8% | +3.6% | -30.4% | -30.3% |
| 3M | -30.0% | +2.0% | -32.1% | -32.1% |
| 6M | -34.6% | +13.1% | -47.6% | -44.5% |
| YTD | +2.9% | +26.2% | -23.3% | -23.6% |
| 1Y | +3.3% | +29.6% | -26.3% | -25.7% |
| 3Y | +153.7% | +84.3% | +69.4% | +21.3% |
| 5Y | +207.3% | +73.4% | +133.9% | +57.0% |
| All | +207.3% | +73.2% | +134.1% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling