+712.5%
CAT vs IYR
+86.8%
+625.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.5% | +5.7% | +6.2% |
| 7D | -2.4% | +2.3% | -4.7% | -3.8% |
| 30D | -25.0% | +7.4% | -32.4% | -28.6% |
| 3M | -28.7% | -0.7% | -28.0% | -28.7% |
| 6M | -33.0% | +1.6% | -34.6% | -34.3% |
| YTD | +5.4% | +11.6% | -6.1% | -2.6% |
| 1Y | +7.3% | +10.5% | -3.2% | -0.3% |
| 3Y | +166.0% | +43.4% | +122.6% | +106.7% |
| 5Y | +210.1% | +6.8% | +203.3% | +188.2% |
| 10Y | +712.5% | +86.0% | +626.5% | +449.6% |
| All | +712.5% | +86.8% | +625.7% | +449.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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