+876.7%
IAU vs RCAT
-100.0%
+976.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.8% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | +4.4% | -3.3% | +7.8% | +4.4% |
| 3M | -1.1% | -43.2% | +42.2% | -1.0% |
| 6M | -13.7% | -43.2% | +29.5% | -13.7% |
| YTD | +2.7% | +5.5% | -2.8% | +2.7% |
| 1Y | +24.6% | -1.6% | +26.3% | +24.6% |
| 3Y | +126.8% | +773.7% | -646.8% | +126.6% |
| 5Y | +139.5% | +187.6% | -48.1% | +139.3% |
| 10Y | +226.3% | -98.5% | +324.7% | +226.0% |
| All | +876.7% | -100.0% | +976.7% | +882.7% |
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