+808.3%
IWM vs CAT
+8,101.2%
-7,293.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.6% |
| 7D | +0.1% | +1.7% | -1.6% | -0.8% |
| 30D | -1.3% | -6.6% | +5.3% | +1.9% |
| 3M | +1.6% | -13.3% | +14.9% | +7.5% |
| 6M | +13.6% | +11.6% | +1.9% | +5.1% |
| YTD | +20.8% | +42.9% | -22.2% | -1.8% |
| 1Y | +26.4% | +95.4% | -69.0% | -13.0% |
| 3Y | +60.7% | +196.6% | -135.9% | -11.6% |
| 5Y | +38.2% | +321.7% | -283.5% | -38.0% |
| 10Y | +169.5% | +1,140.8% | -971.3% | -33.6% |
| All | +808.3% | +8,101.2% | -7,293.0% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling