+20.5%
IAU vs RCAT
-6.9%
+27.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.4% |
| 7D | +0.2% | -2.3% | +2.5% | +0.3% |
| 30D | +0.2% | -18.7% | +18.9% | +1.5% |
| 3M | +3.3% | -29.3% | +32.5% | +5.1% |
| 6M | -14.6% | -42.3% | +27.8% | -12.6% |
| YTD | +1.9% | +2.5% | -0.6% | +1.1% |
| All | +20.5% | -6.9% | +27.3% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling