-35.1%
CAT vs IYR
+1.6%
-36.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.5% | +5.7% | +7.9% |
| 7D | -2.4% | +2.3% | -4.7% | -1.0% |
| 30D | -25.0% | +7.4% | -32.4% | -22.0% |
| 3M | -28.7% | -0.7% | -28.0% | -29.1% |
| All | -35.1% | +1.6% | -36.7% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling