+688.6%
CAT vs IYR
+87.3%
+601.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +7.4% | +0.6% | +6.9% | +7.1% |
| 30D | -19.7% | +6.6% | -26.2% | -23.1% |
| 3M | -29.6% | -1.8% | -27.8% | -29.0% |
| 6M | -33.2% | +1.4% | -34.6% | -34.5% |
| YTD | +5.7% | +10.5% | -4.9% | -1.8% |
| 1Y | +9.3% | +10.6% | -1.3% | +1.5% |
| 3Y | +158.3% | +41.8% | +116.5% | +102.0% |
| 5Y | +211.6% | +6.0% | +205.6% | +190.8% |
| All | +688.6% | +87.3% | +601.3% | +429.2% |
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