+6,484.4%
CAT vs IYR
+711.5%
+5,772.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +1.7% | -1.2% | +2.9% | +2.6% |
| 30D | -24.6% | +6.1% | -30.7% | -27.5% |
| 3M | -28.5% | +0.9% | -29.4% | -29.2% |
| 6M | -34.8% | +1.2% | -36.0% | -35.9% |
| YTD | +5.9% | +11.1% | -5.2% | -1.5% |
| 1Y | +6.8% | +9.0% | -2.1% | +0.6% |
| 3Y | +161.1% | +41.4% | +119.7% | +108.0% |
| 5Y | +213.4% | +6.7% | +206.8% | +193.4% |
| 10Y | +700.3% | +87.7% | +612.7% | +420.0% |
| All | +6,484.4% | +711.5% | +5,772.9% | +1,297.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling