+712.5%
CAT vs IWF
+391.9%
+320.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.9% | +4.3% | +4.9% |
| 7D | -2.4% | -1.0% | -1.4% | -1.5% |
| 30D | -25.0% | -10.1% | -14.9% | -18.2% |
| 3M | -28.7% | -7.6% | -21.1% | -23.8% |
| 6M | -33.0% | -6.7% | -26.2% | -28.7% |
| YTD | +5.4% | -2.5% | +8.0% | +8.4% |
| 1Y | +7.3% | -2.1% | +9.3% | +9.9% |
| 3Y | +166.0% | +68.6% | +97.4% | +79.7% |
| 5Y | +210.1% | +55.8% | +154.3% | +118.6% |
| 10Y | +712.5% | +383.3% | +329.3% | +87.2% |
| All | +712.5% | +391.9% | +320.6% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling