+110.0%
IAU vs RCAT
+390.2%
-280.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.4% | -9.6% | +1.6% |
| 7D | +4.9% | +1.1% | +3.8% | +4.8% |
| 30D | -1.4% | -22.0% | +20.6% | -0.9% |
| 3M | -4.8% | -51.1% | +46.4% | -3.3% |
| 6M | -12.5% | -56.6% | +44.1% | -11.1% |
| YTD | -4.2% | -43.3% | +39.1% | -2.8% |
| 1Y | +3.1% | -51.5% | +54.6% | +4.6% |
| 3Y | +110.0% | +411.4% | -301.4% | +107.9% |
| All | +110.0% | +390.2% | -280.2% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling