+64.2%
IWM vs CAT
+140.6%
-76.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | -2.0% | -10.3% | +8.3% | +2.2% |
| 30D | -1.5% | -31.2% | +29.7% | +14.3% |
| 3M | -8.0% | -34.7% | +26.7% | +8.7% |
| 6M | -4.1% | -39.5% | +35.4% | +15.5% |
| YTD | +11.9% | -1.7% | +13.6% | +4.0% |
| 1Y | +15.0% | -1.1% | +16.1% | +6.4% |
| 3Y | +64.2% | +143.9% | -79.7% | -19.4% |
| All | +64.2% | +140.6% | -76.4% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling