+201.7%
CAT vs IYR
+31.2%
+170.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +1.7% | -1.2% | +3.0% | +2.4% |
| 30D | -6.6% | -2.9% | -3.7% | -5.0% |
| 3M | -13.3% | +0.8% | -14.1% | -14.5% |
| 6M | +11.6% | +1.9% | +9.8% | +9.5% |
| YTD | +42.9% | +9.6% | +33.3% | +33.8% |
| 1Y | +95.4% | +8.1% | +87.4% | +84.0% |
| All | +201.7% | +31.2% | +170.5% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling