+201.7%
CAT vs IWF
+81.4%
+120.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | +0.5% | +1.2% | +1.2% |
| 30D | -6.6% | -0.4% | -6.2% | -6.2% |
| 3M | -13.3% | -2.6% | -10.7% | -11.1% |
| 6M | +11.6% | +9.1% | +2.5% | +3.7% |
| YTD | +42.9% | +4.5% | +38.5% | +37.6% |
| 1Y | +95.4% | +10.1% | +85.4% | +80.6% |
| All | +201.7% | +81.4% | +120.2% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling