+326.0%
CAT vs IWD
+73.6%
+252.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.6% |
| 7D | +1.7% | -0.3% | +2.0% | +2.1% |
| 30D | -6.6% | +0.6% | -7.1% | -7.4% |
| 3M | -13.3% | +7.2% | -20.5% | -21.1% |
| 6M | +11.6% | +16.2% | -4.6% | -8.2% |
| YTD | +42.9% | +23.3% | +19.6% | +9.4% |
| 1Y | +95.4% | +29.6% | +65.9% | +40.6% |
| 3Y | +196.6% | +70.5% | +126.1% | +55.0% |
| All | +326.0% | +73.6% | +252.4% | +114.2% |
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