+183.3%
CAT vs IWF
+50.6%
+132.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | 0.0% |
| 7D | -10.3% | -5.0% | -5.3% | -6.9% |
| 30D | -31.2% | -13.2% | -18.0% | -23.6% |
| 3M | -34.7% | -9.4% | -25.2% | -29.6% |
| 6M | -39.5% | -8.6% | -30.9% | -35.1% |
| YTD | -1.7% | -5.3% | +3.6% | +2.9% |
| 1Y | -1.1% | -5.0% | +3.9% | +3.4% |
| 3Y | +143.9% | +64.6% | +79.2% | +83.0% |
| All | +183.3% | +50.6% | +132.7% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling