-38.5%
CAT vs IWD
+12.7%
-51.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.6% | -3.8% | -3.4% |
| 7D | -14.5% | -0.9% | -13.6% | -13.2% |
| 30D | -35.7% | +2.6% | -38.4% | -38.1% |
| 3M | -36.3% | +1.2% | -37.5% | -37.8% |
| 6M | -38.5% | +12.1% | -50.7% | -53.1% |
| All | -38.5% | +12.7% | -51.3% | -53.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling