+811.0%
IAU vs RCAT
-100.0%
+911.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.4% | -9.6% | +1.8% |
| 7D | +4.9% | +1.1% | +3.8% | +4.9% |
| 30D | -1.4% | -22.0% | +20.6% | -1.4% |
| 3M | -4.8% | -51.1% | +46.4% | -4.7% |
| 6M | -12.5% | -56.6% | +44.1% | -12.4% |
| YTD | -4.2% | -43.3% | +39.1% | -4.1% |
| 1Y | +3.1% | -51.5% | +54.6% | +3.1% |
| 3Y | +110.0% | +411.4% | -301.4% | +109.9% |
| 5Y | +123.1% | +74.4% | +48.6% | +122.9% |
| 10Y | +216.7% | -99.6% | +316.3% | +216.5% |
| All | +811.0% | -100.0% | +911.0% | +816.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling