+140.7%
IAU vs RCAT
+192.8%
-52.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.8% |
| 7D | +0.7% | +5.4% | -4.7% | +0.6% |
| 30D | +0.3% | -5.6% | +5.9% | +0.4% |
| 3M | +0.7% | -30.2% | +30.9% | +1.2% |
| 6M | -15.5% | -43.4% | +27.9% | -15.0% |
| YTD | +1.0% | +9.6% | -8.7% | +0.8% |
| 1Y | +19.6% | -2.0% | +21.5% | +19.4% |
| 3Y | +125.4% | +825.0% | -699.6% | +120.5% |
| 5Y | +140.7% | +199.8% | -59.1% | +136.3% |
| All | +140.7% | +192.8% | -52.0% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling