+741.9%
IWM vs CAT
+5,542.1%
-4,800.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | -2.0% | -10.3% | +8.3% | +3.1% |
| 30D | -1.5% | -31.2% | +29.7% | +17.4% |
| 3M | -8.0% | -34.7% | +26.7% | +12.0% |
| 6M | -4.1% | -39.5% | +35.4% | +19.5% |
| YTD | +11.9% | -1.7% | +13.6% | +8.2% |
| 1Y | +15.0% | -1.1% | +16.1% | +10.7% |
| 3Y | +64.2% | +143.9% | -79.7% | -1.5% |
| 5Y | +20.4% | +194.8% | -174.4% | -36.2% |
| 10Y | +168.0% | +739.8% | -571.8% | -20.8% |
| All | +741.9% | +5,542.1% | -4,800.2% | +6.5% |
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