+333.5%
CAT vs IYR
+5.6%
+327.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +5.6% | -0.4% | +6.0% | +5.8% |
| 30D | -2.3% | -2.5% | +0.2% | -0.9% |
| 3M | -10.0% | +1.5% | -11.5% | -11.5% |
| 6M | +21.2% | +3.9% | +17.4% | +17.6% |
| YTD | +44.4% | +9.5% | +34.9% | +35.7% |
| 1Y | +96.3% | +7.5% | +88.8% | +86.1% |
| 3Y | +203.9% | +30.8% | +173.1% | +152.7% |
| 5Y | +333.5% | +4.8% | +328.7% | +301.3% |
| All | +333.5% | +5.6% | +327.9% | +301.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling