+15.0%
IWM vs CAT
-1.7%
+16.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -2.0% | -10.3% | +8.3% | +0.8% |
| 30D | -1.5% | -31.2% | +29.7% | +9.1% |
| 3M | -8.0% | -34.7% | +26.7% | +3.2% |
| 6M | -4.1% | -39.5% | +35.4% | +8.7% |
| YTD | +11.9% | -1.7% | +13.6% | +3.0% |
| 1Y | +15.0% | -1.1% | +16.1% | +4.1% |
| All | +15.0% | -1.7% | +16.7% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling