+23.7%
IWM vs CAT
+214.1%
-190.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.9% |
| 7D | +2.8% | +9.3% | -6.6% | -1.1% |
| 30D | +0.6% | -21.5% | +22.1% | +10.9% |
| 3M | -7.8% | -29.1% | +21.3% | +5.8% |
| 6M | -1.0% | -33.4% | +32.4% | +15.2% |
| YTD | +13.9% | +6.6% | +7.3% | +4.4% |
| 1Y | +15.4% | +6.5% | +8.9% | +5.7% |
| 3Y | +70.2% | +162.7% | -92.5% | -2.4% |
| 5Y | +23.7% | +214.2% | -190.6% | -36.9% |
| All | +23.7% | +214.1% | -190.4% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling