+39.1%
IWM vs CAT
+322.3%
-283.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.5% |
| 7D | +0.1% | +1.7% | -1.6% | -0.7% |
| 30D | -1.3% | -6.6% | +5.3% | +1.6% |
| 3M | +1.6% | -13.3% | +14.9% | +6.9% |
| 6M | +13.6% | +11.6% | +1.9% | +5.1% |
| YTD | +20.8% | +42.9% | -22.2% | -1.4% |
| 1Y | +26.4% | +95.4% | -69.0% | -12.6% |
| 3Y | +60.7% | +196.6% | -135.9% | -11.0% |
| All | +39.1% | +322.3% | -283.2% | -36.6% |
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