+752.5%
IAU vs RCAT
-100.0%
+852.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.3% | +5.5% | -2.8% |
| 7D | -5.5% | +15.6% | -21.0% | -5.5% |
| 30D | -7.0% | -24.1% | +17.1% | -7.0% |
| 3M | -12.3% | -61.9% | +49.6% | -12.2% |
| 6M | -17.9% | -64.3% | +46.4% | -17.9% |
| YTD | -10.3% | -50.4% | +40.1% | -10.3% |
| 1Y | -7.9% | -54.0% | +46.1% | -7.9% |
| 3Y | +98.7% | +347.2% | -248.5% | +98.6% |
| 5Y | +105.0% | +45.7% | +59.3% | +105.0% |
| 10Y | +207.7% | -99.7% | +307.4% | +207.4% |
| All | +752.5% | -100.0% | +852.5% | +758.1% |
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