+8,087.8%
CAT vs IWD
+726.5%
+7,361.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.5% |
| 7D | +1.7% | -0.3% | +2.0% | +2.0% |
| 30D | -6.6% | +0.6% | -7.1% | -7.3% |
| 3M | -13.3% | +7.2% | -20.5% | -20.1% |
| 6M | +11.6% | +16.2% | -4.6% | -5.8% |
| YTD | +42.9% | +23.3% | +19.6% | +13.0% |
| 1Y | +95.4% | +29.6% | +65.9% | +46.0% |
| 3Y | +196.6% | +70.5% | +126.1% | +63.7% |
| 5Y | +321.7% | +73.5% | +248.2% | +129.3% |
| 10Y | +1,140.8% | +198.3% | +942.5% | +271.3% |
| All | +8,087.8% | +726.5% | +7,361.3% | +731.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling