+1,157.1%
CAT vs IYR
+65.1%
+1,092.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.1% |
| 7D | +2.9% | -0.9% | +3.9% | +3.5% |
| 30D | -2.6% | -2.4% | -0.3% | -1.2% |
| 3M | -10.7% | -2.0% | -8.7% | -10.1% |
| 6M | +16.1% | +2.5% | +13.7% | +13.7% |
| YTD | +43.2% | +8.3% | +34.9% | +35.3% |
| 1Y | +96.8% | +6.5% | +90.4% | +87.5% |
| 3Y | +201.4% | +29.3% | +172.0% | +151.4% |
| 5Y | +332.7% | +5.7% | +327.0% | +305.9% |
| 10Y | +1,157.1% | +69.2% | +1,087.9% | +784.7% |
| All | +1,157.1% | +65.1% | +1,092.0% | +784.7% |
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