+143.5%
IWM vs CAT
+696.4%
-552.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +1.4% | +7.4% | -6.0% | -2.0% |
| 30D | +2.3% | -19.7% | +21.9% | +12.5% |
| 3M | -8.3% | -29.6% | +21.3% | +7.0% |
| 6M | -1.3% | -33.2% | +31.9% | +16.4% |
| YTD | +13.5% | +5.7% | +7.9% | +5.0% |
| 1Y | +18.4% | +9.3% | +9.1% | +7.5% |
| 3Y | +69.6% | +158.3% | -88.7% | -2.9% |
| 5Y | +23.3% | +211.6% | -188.3% | -37.8% |
| All | +143.5% | +696.4% | -552.9% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 10y: compounded portfolio wealth divided by compounded CAT 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…
10y analysis · Full analysis span regression · 6 months rolling