+5,532.9%
CAT vs IWF
+649.6%
+4,883.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.3% |
| 7D | -10.3% | -5.0% | -5.3% | -5.9% |
| 30D | -31.2% | -13.2% | -18.0% | -21.3% |
| 3M | -34.7% | -9.4% | -25.2% | -28.1% |
| 6M | -39.5% | -8.6% | -30.9% | -33.9% |
| YTD | -1.7% | -5.3% | +3.6% | +4.0% |
| 1Y | -1.1% | -5.0% | +3.9% | +4.4% |
| 3Y | +143.9% | +64.6% | +79.2% | +52.0% |
| 5Y | +194.8% | +50.8% | +144.0% | +91.5% |
| 10Y | +739.8% | +385.7% | +354.1% | +60.0% |
| All | +5,532.9% | +649.6% | +4,883.3% | +399.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling