+183.3%
CAT vs IYR
+5.0%
+178.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | -10.3% | +2.0% | -12.3% | -11.4% |
| 30D | -31.2% | +8.2% | -39.4% | -34.6% |
| 3M | -34.7% | -1.7% | -32.9% | -34.2% |
| 6M | -39.5% | -0.4% | -39.1% | -39.9% |
| YTD | -1.7% | +9.9% | -11.5% | -8.0% |
| 1Y | -1.1% | +10.4% | -11.6% | -7.9% |
| 3Y | +143.9% | +38.4% | +105.4% | +95.3% |
| All | +183.3% | +5.0% | +178.3% | +158.0% |
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