+1,126.0%
CAT vs IWF
+409.9%
+716.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.3% |
| 7D | +5.6% | +1.5% | +4.1% | +4.3% |
| 30D | -2.3% | -1.3% | -1.1% | -1.3% |
| 3M | -10.0% | +0.1% | -10.1% | -9.9% |
| 6M | +21.2% | +10.3% | +11.0% | +12.7% |
| YTD | +44.4% | +4.2% | +40.3% | +40.3% |
| 1Y | +96.3% | +9.3% | +87.0% | +83.9% |
| 3Y | +203.9% | +79.3% | +124.6% | +94.3% |
| 5Y | +333.5% | +73.8% | +259.7% | +177.6% |
| 10Y | +1,126.0% | +410.9% | +715.1% | +147.9% |
| All | +1,126.0% | +409.9% | +716.1% | +147.9% |
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